The CAPM versus the risk neutral pricing model

We compare the risk neutral pricing model with the CAPM when it is understood that both models are incorrect. We show that the former is better than the latter when a condition that we give is satisfied.

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Additional Info

Field Value
Source https://hal.science/hal-00966459
Author Pepin, Dominique
Maintainer CCSD
Last Updated May 5, 2026, 20:26 (UTC)
Created May 5, 2026, 20:26 (UTC)
Identifier hal-00966459
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Centre de recherche sur l'intégration économique et financière [EA 2249] (CRIEF [Poitiers]) ; Université de Poitiers = University of Poitiers (UP)
creator Pepin, Dominique
date 2002-05-05T00:00:00
harvest_object_id ff799c3d-3013-4993-a480-99df685550d9
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-03-12T00:00:00
set_spec type:UNDEFINED