Browsing Produção Intelectual em Bases Externas by Author "Imoniana, Joshua Onome"

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Empirical test of conditional CAPM using expected returns of Brazilian, Argentinean, German and United States of American portfolio

Tambosi Filho, Elmo; Garcia, Fábio Gallo; Imoniana, Joshua Onome
2009

In the last decades, CAPM model has been of great interest in the scientific scene. Despite all the criticism, the improvement of the static CAPM, which has generated new dynamic models, provided investors with stronger ...
Teste do CAPM condicional dos retornos de carteiras dos mercados brasileiro, argentino e chileno, comparando-os com o mercado norte-americano

Tambosi Filho, Elmo; Garcia, Fábio Gallo; Imoniana, Joshua Onome; Moreiras, Luiz Maurício Franco
2010-03-01

Over the last few decades the Capital Asset Pricing Model (CAPM) has roused great interest in the scientific community. Despite suffering criticism, improvements in the static CAPM have given rise to new dynamic models ...