Empirical validation of CAPM Validación empírica del modelo CAPM para Colombia 2003-2010
<p>This paper pretends to show empirical evidence of the CAPM model of Sharpe-Lintner (1964) for Colombia from 2003 to 2010, whose validation is carried out using the method of Black, Jensen and Scholes (1972) but introducing certain methodological econometric type changes associated to the re...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad EAFIT
2012-06-01
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| Series: | Ecos de Economía |
| Subjects: | |
| Online Access: | http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/1642 |