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Card 6

Front

Who did first in-depth time series test of the CAPM?

Back

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Card 7

Front

What are the assumptions of the CAPM?

Back

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Card 8

Front

who challenged the assumption of no taxes or transaction costs?

Back

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Card 9

Front

Who stated that the assumptions are stylised and simplistic

Back

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Card 10

Front

Who first found the Value effect?

Back

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Card 11

Front

What year was the Roll Critique?

Back

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Card 12

Front

What did Miller and Scholes (1972) criticise?

Back

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Card 13

Front

Who found the size effect?

Back

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Card 14

Front

Who found evidence on growth and value stocks with relation to the CAPM?

Back

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Card 15

Front

Who proposed prospect theory?

Back

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