The Capital Asset Pricing Model (CAPM) Theoretical Frameworks and Empirical Evidence
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Abstract
The research aims to identify the capital asset pricing model (CAPM), expressed in the one-factor model represented by the beta coefficient. Which is concerned with systemic risks, and which has a distinguished position in the stock market. As it is one of the analysis tools that take the relationship between return and risk in securities into consideration, and although among the criticisms directed at him is that the model enjoys ease, simplicity and speed. These features have kept the model in use today and in wide fields by most economists and financiers. In addition, the developed models for the Capital Asset Pricing Model (CAPM) will be presented.
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