A Critical Review of the Capm in Emerging Markets

 

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Библиографические подробности
Автор: Sosa Mora , Eduardo
Формат: artículo original
Статус:Versión publicada
Дата публикации:2023
Описание: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.
Страна:Portal de Revistas UTN
Институт:Universidad Técnica Nacional
Repositorio:Portal de Revistas UTN
Язык:Español
OAI Identifier:oai:revistas.utn.ac.cr:article/535
Online-ссылка:https://revistas.utn.ac.cr/index.php/yulok/article/view/535
Ключевое слово:Modelo Valoración Activos Capital
Riesgo
Rendimiento
Retorno requerido
Mercados emergentes
Rentabilidad mínima
Capital Assets Pricing Model
Risk
Return
Emerging markets
Minimum return