Manag., December-2019 – Q47
0. Match the following constructs of asset pricing with its propagators.
| Asset Pricing Constructs | Proposer(s) |
| (a) Mean-Variance portfolio criterion | (i) Black and Scholes |
| Size and Book to market value portfolios | (ii) Sharpe, Lintner, and Mossin |
| (c) The capital Asset Pricing model | (iii) Fama & French |
| (d) Derivative (option) pricing | (iv) Markowitz, Harry |
