Contraste empírico do modelo CAPM: aproximación á non linealidade para o mercado español de capitais
The CAPM has had a fundamental role in the price formation process. However, its empirical re- sults at the moment of valuing assets have not been completely satisfactory due to, among other ques- tions, the different investor’s behavior to up or down market movements or extreme market movements. Th...
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| Format: | Article |
| Language: | English |
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Universidade de Santiago de Compostela
2013-01-01
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| Series: | Revista Galega de Economía |
| Online Access: | http://www.redalyc.org/articulo.oa?id=39129564007 |