TESTE DO CAPM CONDICIONAL DOS RETORNOS DE CARTEIRAS DOS MERCADOS BRASILEIRO, ARGENTINO E CHILENO, COMPARANDO-OS COM O MERCADO NORTE-AMERICANO/TEST OF THE CONDITIONAL CAPM USING RETURNS OF BRAZILIAN, ARGENTINEAN AND CHILEAN MARKETS, COMPARING THEM TO THE NORTH AMERICAN PORTFOLIO/PRUEBA DEL CAPM CONDICIONAL DE LOS RENDIMIENTOS DE CARTERAS EN LOS MERCADOS BRASILEÑO, ARGENTINO Y CHILENO EN COMPARACIÓN CON EL MERCADO NORTEAMERICANO

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 that provide the investor with enhanced safety over the period of the business cy...

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Veröffentlicht in:	Revista de administração de emprêsas 2010-01, Vol.50 (1), p.60
Hauptverfasser:	Filho, Elmo Tambosi, Garcia, Fábio Gallo, Imoniana, Joshua Onome, Moreiras, Luiz Maurício Franco
Format:	Artikel
Sprache:	por
Schlagworte:	Capital assets CAPM Investments Portfolio management Securities markets Studies Testes
Online-Zugang:	Volltext
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