A Critical Review of the Capm in Emerging Markets

 

保存先:
書誌詳細
著者: Sosa Mora , Eduardo
フォーマット: artículo original
状態:Versión publicada
出版日付:2023
その他の書誌記述:This paper presents the results of a literature review related to the relevance of the capital asset pricing model (CAPM) in emerging markets. It is highlighted that this model is based on certain assumptions about the functioning of financial markets and about the behavior of investors, whose validity has been the subject of debate in the academic world, which has given space for the emergence of various proposals to adapt it to the reality of emerging markets, which are limited to introducing operational changes and are far from transcending its epistemological foundations.
国:Portal de Revistas UTN
機関:Universidad Técnica Nacional
Repositorio:Portal de Revistas UTN
言語:Español
OAI Identifier:oai:ojs.pkp.sfu.ca:article/535
オンライン・アクセス:https://revistas.utn.ac.cr/index.php/yulok/article/view/535
Access Level:acceso abierto
キーワード:Modelo Valoración Activos Capital
Riesgo
Rendimiento
Retorno requerido
Mercados emergentes
Rentabilidad mínima
Capital Assets Pricing Model
Risk
Return
Emerging markets
Minimum return