A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange
<span style="font-family: Times New Roman; font-size: small;">The capital asset pricing model has been one of the most prevalent models in assessing investors’ expected rate of return. Provided that it is likely that the residuals of the estimated regression of this model resemble co...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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University of Tehran
2017-12-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_66705_d80fc253fc3e6f09c5fa599ddee19537.pdf |