A Critical Review of the Capm in Emerging Markets

 

Kaydedildi:
Detaylı Bibliyografya
Yazar: Sosa Mora , Eduardo
Materyal Türü: artículo original
Durum:Versión publicada
Yayın Tarihi:2023
Diğer Bilgiler: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.
Ülke:Portal de Revistas UTN
Kurum:Universidad Técnica Nacional
Repositorio:Portal de Revistas UTN
Dil:Español
OAI Identifier:oai:revistas.utn.ac.cr:article/535
Online Erişim:https://revistas.utn.ac.cr/index.php/yulok/article/view/535
Anahtar Kelime:Modelo Valoración Activos Capital
Riesgo
Rendimiento
Retorno requerido
Mercados emergentes
Rentabilidad mínima
Capital Assets Pricing Model
Risk
Return
Emerging markets
Minimum return