Used Models And Criteria For Asset Yields Explanation
AbstractThere were compared two known models (CAPM and TPA resuting the model describing better, in case of Romania, cashings and variation of cashings for ensured guarantees. There were taken into account monthly cashings (1.01.2005-31.12.2010 period) of 60 companies listed at Bucharest Stock Exchange (BVB).
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Bibliographic InfoArticle provided by Romanian Statistical Review in its journal Romanian Statistical Review.
Volume (Year): 60 (2012)
Issue (Month): 5 (June)
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CAPM – Capital Asset Pricing Model; TPA – Arbitrage Pricing Theory;
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