A Critical Review of the Capm in Emerging Markets

 

Αποθηκεύτηκε σε:
Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφέας: Sosa Mora , Eduardo
Μορφή: artículo original
Κατάσταση:Versión publicada
Ημερομηνία έκδοσης:2023
Περιγραφή: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.
Χώρα:Portal de Revistas UTN
Ίδρυμα:Universidad Técnica Nacional
Repositorio:Portal de Revistas UTN
Γλώσσα:Español
OAI Identifier:oai:revistas.utn.ac.cr:article/535
Διαθέσιμο Online:https://revistas.utn.ac.cr/index.php/yulok/article/view/535
Λέξη-Κλειδί :Modelo Valoración Activos Capital
Riesgo
Rendimiento
Retorno requerido
Mercados emergentes
Rentabilidad mínima
Capital Assets Pricing Model
Risk
Return
Emerging markets
Minimum return