Browsing Documentos Indexados pela Scielo by Subject "Modelo de precificação de ativos"

Now showing items 1-3 of 3

Estimando o prêmio de mercado brasileiro

Gonçalves Junior, Walter; Rochman, Ricardo Ratner; Eid Júnior, William; Chalela, Luciana Ribeiro
2011-10-01

Risky investments assume that profits are on average higher than those obtained from risk-free assets; this difference is traditionally called an equity risk premium. Its importance is unequivocal: for investors, when ...
O modelo de formação de preços de ativos: (capital asset pricing model) teoria e evidência

Luce, Fernando Bins; Moraes Júnior, Jorge Queiroz de
1979-12-01
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 ...