The Capital Asset Pricing Model episode artwork

EPISODE · Apr 16, 2026 · 6 MIN

The Capital Asset Pricing Model

from Asset Pricing Models in Modern Finance · host Ahmad Virk

This article explains the CAPM, which links an asset’s expected return to its beta—sensitivity to the overall market. It covers the security market line, the distinction between systematic and idiosyncratic risk, and why CAPM became finance’s cornerstone despite empirical failures, including the low-beta anomaly.

Episode metadata supplied by the publisher feed · Published Apr 16, 2026

Embed this episode

Ready to play

The Capital Asset Pricing Model

0:00 6:42

No transcript for this episode yet

We transcribe on demand. Request one and we'll notify you when it's ready — usually under 10 minutes.

No similar episodes found.

No similar podcasts found.

Frequently Asked Questions

How long is this episode of Asset Pricing Models in Modern Finance?

This episode is 6 minutes long.

When was this Asset Pricing Models in Modern Finance episode published?

This episode was published on April 16, 2026.

Is there a transcript available for this episode?

Yes, a full transcript is available for this episode. You can read the complete transcript on the episode page.

Can I download this Asset Pricing Models in Modern Finance episode?

Yes. Use the download control on the episode player to save the publisher-provided media file.
URL copied to clipboard!