A Critical Review of the Capm in Emerging Markets

 

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书目详细资料
作者: Sosa Mora , Eduardo
格式: artículo original
状态:Versión publicada
Fecha de Publicación:2023
实物特征: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.
País:Portal de Revistas UTN
机构:Universidad Técnica Nacional
Repositorio:Portal de Revistas UTN
语言:Español
OAI Identifier:oai:revistas.utn.ac.cr:article/535
在线阅读:https://revistas.utn.ac.cr/index.php/yulok/article/view/535
Palabra clave:Modelo Valoración Activos Capital
Riesgo
Rendimiento
Retorno requerido
Mercados emergentes
Rentabilidad mínima
Capital Assets Pricing Model
Risk
Return
Emerging markets
Minimum return