Risk-Aversion in the Stock Market

Some Empirical Evidence

William F. Sharpe

ResearchPublished 1965

Discussion of the theory that market prices of capital assets will adjust so that the predicted risk of each efficient portfolio's rate of return is linearly related to its predicted expected rate of return.

Document Details

  • Copyright: RAND Corporation
  • Availability: Web-Only
  • Year: 1965
  • Paperback Pages: 10
  • Document Number: P-3084

Citation

RAND Style Manual
Sharpe, William F., Risk-Aversion in the Stock Market: Some Empirical Evidence, RAND Corporation, P-3084, 1965. As of September 20, 2024: https://www.rand.org/pubs/papers/P3084.html
Chicago Manual of Style
Sharpe, William F., Risk-Aversion in the Stock Market: Some Empirical Evidence. Santa Monica, CA: RAND Corporation, 1965. https://www.rand.org/pubs/papers/P3084.html.
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