Add to ORKGThe aim of the following work is to exploit principal econometric tec-niques to test the Capital Asset Pricing Model theory in Italian equity markets. CAPM is a \u85nancial model which describes expected returns of any assets (or asset portfolio) as a function of the expected return on the market portfolio. In this paper I will \u85rstly explain the meaning of the market risk and I will measure it via the estimation of beta coe ¢-cients, which, in this view, are seen as a measure of assets sensitivity to market portfolio uctuations. The theoretical framework is based o
Capital Asset Pricing Model (CAPM) is a renowned financial model, that explains the risk associated ...
The current paper explores CAPM as a static model expressing relationships between excess return on...
The Italian stock market (ISM) has interesting characteristics. Over 40 per cent of the shares, in a...
The aim of the following work is to exploit principal econometric tecniques to test the Capital Asse...
In this paper we provide an empirical investigation of the classic Capital Asset Pricing Model (CAPM...
The capital asset pricing model (CAPM) is an ex ante concept, whereas so-called `tests of the CAPM a...
Four decades later, the CAPM is still widely used in applications, such as estimating the cost of ca...
Four decades later, the CAPM is still widely used in applications, such as estimating the cost of ca...
The Capital Asset Pricing Model is a model that describes the relationship between risk, expected re...
The purpose of this work is to empirically assess the validity of the Capital Asset Pricing Model (C...
The capital asset pricing model (CAPM) is an ex ante concept, whereas so-called \u27tests\u27 of the...
Includes bibliographical references (leaves [21-25])."This study presents some empirical tests of th...
The purpose of this research is to examine the predictive power of the capital asset pricing model i...
Lintner (1965) marks the birth of asset pricing theory (resulting in a Nobel Prize for Sharpe in 199...
The celebrated single factor Capital Asset Pricing Model (CAPM) introduced last century by Sharpe (1...
Capital Asset Pricing Model (CAPM) is a renowned financial model, that explains the risk associated ...
The current paper explores CAPM as a static model expressing relationships between excess return on...
The Italian stock market (ISM) has interesting characteristics. Over 40 per cent of the shares, in a...
The aim of the following work is to exploit principal econometric tecniques to test the Capital Asse...
In this paper we provide an empirical investigation of the classic Capital Asset Pricing Model (CAPM...
The capital asset pricing model (CAPM) is an ex ante concept, whereas so-called `tests of the CAPM a...
Four decades later, the CAPM is still widely used in applications, such as estimating the cost of ca...
Four decades later, the CAPM is still widely used in applications, such as estimating the cost of ca...
The Capital Asset Pricing Model is a model that describes the relationship between risk, expected re...
The purpose of this work is to empirically assess the validity of the Capital Asset Pricing Model (C...
The capital asset pricing model (CAPM) is an ex ante concept, whereas so-called \u27tests\u27 of the...
Includes bibliographical references (leaves [21-25])."This study presents some empirical tests of th...
The purpose of this research is to examine the predictive power of the capital asset pricing model i...
Lintner (1965) marks the birth of asset pricing theory (resulting in a Nobel Prize for Sharpe in 199...
The celebrated single factor Capital Asset Pricing Model (CAPM) introduced last century by Sharpe (1...
Capital Asset Pricing Model (CAPM) is a renowned financial model, that explains the risk associated ...
The current paper explores CAPM as a static model expressing relationships between excess return on...
The Italian stock market (ISM) has interesting characteristics. Over 40 per cent of the shares, in a...