Author

Pharos Abad

OpenAlex ID: A5038665192

Understanding the CAPM Equation

2025 · Pharos Abad · SSRN Electronic Journal · 1

Is the Market Portfolio Affected by Individual Investors' Preferences and Wealth?

2021 · Pharos Abad · SSRN Electronic Journal · 1

Which Assets Can Be Priced by the CAPM Formula?

2021 · Pharos Abad · SSRN Electronic Journal · 1

An Analytic Solution to the CAPM Equilibrium

2021 · Pharos Abad · SSRN Electronic Journal · 1

Perfect Market, Arbitrage, and Value Creation in the MM Proposition

2020 · Pharos Abad · SSRN Electronic Journal · 1

The Arbitrage Pricing Theory: Some Clarifying Comments

2025 · Pharos Abad · SSRN Electronic Journal

The Mean-Variance Equilibrium

2024 · Pharos Abad · SSRN Electronic Journal

Countably Infinite Market: Completeness and Pricing Function

2024 · Pharos Abad · SSRN Electronic Journal

Arbitrage Opportunities and the First Fundamental Theorem of Asset Pricing in an Infinite Market

2024 · Pharos Abad · SSRN Electronic Journal

The Arbitrage Pricing Theory (APT) with Arbitrage Opportunities

2024 · Pharos Abad · SSRN Electronic Journal

The CAPM Equation, Market Semi-Clearing and Pseudo-Equilibrium Pricing

2023 · Pharos Abad · SSRN Electronic Journal

Semi-equilibrium Pricing: The CAPM Formula

2021 · Pharos Abad · SSRN Electronic Journal

Beta and Systematic Risk

2021 · Pharos Abad · SSRN Electronic Journal

Market Clearing Conditions and the CAPM Equation

2021 · Pharos Abad · SSRN Electronic Journal

Arbitrage Opportunity, Impossible Frontier, and Logical Circularity in CAPM Equilibrium

2020 · Pharos Abad · SSRN Electronic Journal

Works count: 15

Citation count: 5

H-index: 1

I10-index: