Browsing Documentos Indexados pela Scielo by Title "Test of the conditional CAPM using returns of Brazilian, Argentinean and Chilean markets, comparing them to the North American portfolio"

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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 ...