Browsing Documentos indexados pela Scopus by Subject "Finanças - Modelos matemáticos"

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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 ...