A Critical Review of the Capm in Emerging Markets

 

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف: Sosa Mora , Eduardo
التنسيق: artículo original
الحالة:Versión publicada
تاريخ النشر:2023
الوصف: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.
البلد:Portal de Revistas UTN
المؤسسة:Universidad Técnica Nacional
Repositorio:Portal de Revistas UTN
اللغة:Español
OAI Identifier:oai:ojs.pkp.sfu.ca:article/535
الوصول للمادة أونلاين:https://revistas.utn.ac.cr/index.php/yulok/article/view/535
كلمة مفتاحية:Modelo Valoración Activos Capital
Riesgo
Rendimiento
Retorno requerido
Mercados emergentes
Rentabilidad mínima
Capital Assets Pricing Model
Risk
Return
Emerging markets
Minimum return