Literature
References marked with K will be for sale at Kopiutsalget, Akademika.
J.-P. Danthine and J.B. Donaldson: Intermediate Financial Theory, second edition, Elsevier Academic Press, 2005, chapters 1–8 and sections 1–4 of chapter 10.
C. v. Ewijk and P.J.G. Tang: How to price the risk of public investment? De Economist 151(3), 2003, 317–328. Downloadable at kluweronline.com link
Eugene F Fama and Kenneth R French, “The Capital Asset Pricing Model: Theory and evidence,” Journal of Economic Perspectives 18(3), 2004, 25–46 Downloadable at EBSCO EJS link
D. Lund: Taxation, uncertainty, and the cost of equity, International Tax and Public Finance 9(4), 2002, 483–503, except section 3.(K)
B.G. Malkiel: The efficient market hypothesis and its critics. Journal of Economic Perspectives 17(1), 2003, 59–82.(K)
J. Mossin: Equilibrium in a capital asset market. Econometrica 34(4), 1966, 768–783.Downloadable at jstor.org link
Andre F Perold, “The Capital Asset Pricing Model,” Journal of Economic Perspectives 18(3), 2004, 3–24 Downloadable at EBSCO EJS link
R. Roll: A critique of the asset pricing theory's test — Part 1: On past and potential testability of the theory. Journal of Financial Economics 4, 1977, 129–176.(K)
R.J. Shiller: From efficient markets theory to behavioral finance. Journal of Economic Perspectives 17(1), 2003, 83–104.(K)