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....
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Thesis |
| 语言: | English |
| 出版: |
2014
|
| 主题: | |
| 在线阅读: | http://eprints.usm.my/46158/1/Md.%20Zobaer%20Hasan24.pdf |
| 标签: |
添加标签
没有标签, 成为第一个标记此记录!
|