@incollection{,
	
					
					
					198E43E9617FF787B9D175EF4D6494D6
				,
	author={{Elmo TambosiFilho} and {Methodist University}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}14417
}

@incollection{b0,
	
	
		,
	title={{No arbitrage pricing: A new approach}}
		,
	author={{
			RaviSBansal
		} and {
			Viswanayhan
		}}
		
	
	
		,
	journal={{Journal of Finance}}
		
			48
			
			,
	year={1993}
		
	

}

@incollection{b1,
	
	
		,
	title={{A critique of size-related anomalies}}
		,
	author={{
			JonathanBBerk
		}}
	
	
		,
	journal={{Review of Financial Studies}}
		
			8
			
			,
	year={1995}
		
	

}

@incollection{b2,
	
	
		,
	title={{Beta and return}}
		,
	author={{
			FischerBlack
		}}
	
	
		,
	journal={{Journal of Portfolio Management}}
		
			20
			
			,
	year={1993}
		
	

}

@incollection{b3,
	
	
		,
	title={{Capital market equilibrium with restricted borrowing}}
		,
	author={{
			FischerBlack
		}}
	
	
		,
	journal={{Journal of Business}}
		
			45
			
			,
	year={1972}
		
	

}

@book{b4,
	
	
		,
	title={{The capital asset pricing model: Some empirical tests, in Michael Jensen. Studies in the Theory of Capital Markets}}
		,
	author={{
			Black
		} and {
			MichaelCFischer
		} and {
			MyronJensen
		} and {
			Scholes
		}}
		
		
		
		
			,
	year={1972}
			
		
	

}

@incollection{b5,
	
	
		,
	title={{Testing the CAPM with time-varying risks and returns}}
		,
	author={{
			JamesNBodurtha
		} and {
			NelsonC MarkJr
		}}
		
	
	
		,
	journal={{Journal of Finance}}
		
			46
			
			,
	year={1991}
		
	

}

@book{b6,
	
	
		,
	title={{Finanças Aplicadas ao Brasil}}
		,
	author={{
			MarcoBonomo
		}}
		
			,
	year={2002}
			,
	publisher={FGV editora}
			
			,
	address={São Paulo}
		
	

}

@book{b7,
	
	
		,
	title={{Será que beta ainda é válido para explicar as variações nas rentabilidades médias das ações? 20º Encontro Anual da Associação Nacional dos Programas de Pós-graduação em Administração}}
		,
	author={{
			NC ACostaJr
		} and {
			Da
		}}
		
		
			,
	year={1996}
			
			,
	address={Finanças}
		
	

}

@incollection{b8,
	
	
		,
	title={{The cross-section of expected stock returns}}
		,
	author={{
			EugeneFFama
		} and {
			KennethRFrench
		}}
		
	
	
		,
	journal={{Journal of Finance}}
		
			47
			
			,
	year={1992}
		
	

}

@incollection{b9,
	
	
		,
	title={{Common risk factors in the returns on bonds and stocks}}
		,
	author={{
			EugeneFFama
		} and {
			KennethRFrench
		}}
		
	
	
		,
	journal={{Journal of Financial Economics}}
		
			33
			
			,
	year={1993}
		
	

}

@incollection{b10,
	
	
		,
	title={{Risk, return and equilibrium. Empirical tests}}
		,
	author={{
			EugeneFFama
		} and {
			JamesDMacbeth
		}}
		
	
	
		,
	journal={{Journal of Political Economy}}
		
			81
			
			,
	year={1973}
		
	

}

@incollection{b11,
	
	
		,
	title={{Tests of The Multiperiod Two-Parameter Model}}
		,
	author={{
			EugeneFFama
		} and {
			JamesDMacbeth
		}}
		
	
	
		,
	journal={{Journal of Financial Economics}}
		
			1
			
			,
	year={1974}
		
	

}

@incollection{b12,
	
	
		,
	title={{The variation of economic risk premiums}}
		,
	author={{
			WEFerson
		} and {
			CRHarvey
		}}
		
	
	
		,
	journal={{Journal of Political Economy}}
		
			99
			
			,
	year={1999}
		
	

}

@incollection{b13,
	
	
		,
	title={{The risk and predictability of International equity returns}}
		,
	author={{
			WayneEFerson
		} and {
			RCampbell
		} and {
			Harvey
		}}
		
		
	
	
		,
	journal={{Review of Financial Studies}}
		
			6
			
			,
	year={1993}
		
	

}

@book{b14,
	
	
		,
	author={{
			RHaugen
		}}
		,
	title={{Modern Investment Theory}}
				New Jersey
		
			,
	publisher={Prentice -Hall}
			,
	year={1986}
		
	

}

@incollection{b15,
	
	
		,
	title={{The CAPM is alive and well}}
		,
	author={{
			RaviJagannathan
		} and {
			WangZhenyu
		}}
		
	
	
		,
	journal={{Staff report}}
		
			165
			,
	year={1993}
		
	

}

@incollection{b16,
	
	
		,
	title={{The Conditional CAPM and the Cross-Section of Expected Returns}}
		,
	author={{
			RaviJagannathan
		} and {
			WangZhenyu
		}}
		
	
	
		,
	journal={{Journal of Finance}}
		
			51
			
			,
	year={1996. March}
		
	

}

@incollection{b17,
	
	
		,
	title={{Another look at the cross-section of expected stock returns}}
		,
	author={{
			SPKothari
		} and {
			JayShanken
		} and {
			RichardGSlo-An
		}}
		
		
	
	
		,
	journal={{Journal of Finance}}
		
			50
			
		
	

}

@incollection{b18,
	
	
		,
	title={{The valuation of risk assets and the selection of risk investments in stock portfolio and capital budgets}}
		,
	author={{
			JohnLintner
		}}
	
	
		,
	journal={{Review of Economics and Statistics}}
		
			47
			
			,
	year={1965}
		
	

}

@book{b19,
	
	
		,
	title={{Nonmarketable assets and capital market equilibrium under uncertainty}}
		,
	author={{
			DavidMayers
		}}
		
			,
	year={1972}
		
	

}

@book{b20,
	
	
		,
	title={{Studies in the Theory of Capital Markets}}
		,
	author={{
			CMichael
		} and {
			Jensen
		}}
		
		
			
		
	

}

@incollection{b21,
	
	
		,
	title={{An intertemporal capital asset pricing model}}
		,
	author={{
			RobertCMerton
		}}
	
	
		,
	journal={{Econometrica}}
		
			41
			
			,
	year={1973}
		
	

}

@incollection{b22,
	
	
		,
	title={{Equilibrium in a capital asset market}}
		,
	author={{
			JMossin
		}}
	
	
		,
	journal={{Econometrica}}
		
			,
	year={1966. October}
		
	

}

@book{b23,
	
	
		,
	title={{Testes de versões do modelo CAPM no Brasil. Finanças Aplicadas ao Brasil}}
		,
	author={{
			GuilhermeRibenboim
		}}
		
			,
	year={2002}
			,
	publisher={FGV editora}
			
			,
	address={São Paulo}
		
	

}

@incollection{b24,
	
	
		,
	title={{A Critique of the asset pricing theory's tests}}
		,
	author={{
			RichardRoll
		}}
	
	
		,
	journal={{Journal of Financial Economics}}
		
			4
			
			,
	year={1977}
		
	

}

@incollection{b25,
	
	
		,
	title={{Capital asset prices: A theory of market equilibrium under conditions of risk}}
		,
	author={{
			WilliamFSharpe
		}}
	
	
		,
	journal={{Journal of Finance}}
		
			19
			
			,
	year={1964}
		
	

}