Abstract
If stocks are priced rationally, systematic differences in average returns are due to differences in risk. Fama and French (1995)
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© 2003 Springer-Verlag London
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Barucci, E. (2003). Risk Premium: Capital Asset Pricing Model and Asset Pricing Theory. In: Financial Markets Theory. Springer Finance. Springer, London. https://doi.org/10.1007/978-1-4471-0089-8_5
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DOI: https://doi.org/10.1007/978-1-4471-0089-8_5
Publisher Name: Springer, London
Print ISBN: 978-1-4471-1093-4
Online ISBN: 978-1-4471-0089-8
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