Evaluation Of Higher Moment Capital Asset Pricing Model And Stock Market Technical Efficiency With Stochastic Frontier Approach
The Capital Asset Pricing Model (CAPM) is a revolutionary input in financial theories. It postulates an equilibrium linear relationship between expected return and risk of an asset. The theoretical validity of CAPM is well-tested and accepted but the practical validity of CAPM is still in question....
محفوظ في:
المؤلف الرئيسي: | Hasan, Md. Zobaer |
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التنسيق: | أطروحة |
اللغة: | English |
منشور في: |
2014
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الموضوعات: | |
الوصول للمادة أونلاين: | http://eprints.usm.my/46158/1/Md.%20Zobaer%20Hasan24.pdf |
الوسوم: |
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