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Il CAPM: il caso dell'Italia

Author

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  • Giuseppe RICCIARDO LAMONICA

    (Universita' Politecnica delle Marche, Dipartimento di Economia)

Abstract

The CAPM is one of the most popular models to find prices of risky assets. This model, has been and is still object of empirical verifications. In this paper, using the method of the multiple regression, we test the CAPM for the Italian stock exchange market in the period 1996-2004. The results show in unequivocal way the validity of the model.

Suggested Citation

  • Giuseppe RICCIARDO LAMONICA, 2006. "Il CAPM: il caso dell'Italia," Working Papers 256, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    • Handle: RePEc:anc:wpaper:256
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    References listed on IDEAS

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    Cited by:

    1. Fabio FIORILLO & Agnese SACCHI, 2010. "I Want to Free-ride. An Opportunistic View on Decentralization Versus Centralization Problem," Working Papers 346, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    2. Ugo FRATESI, 2010. "The National and International Effects;of Regional Policy Choices: Agglomeration Economies, Peripherality and Territorial Characteristics," Working Papers 344, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    3. Luca RICCETTI, 2010. "Minimum Tracking Error Volatility," Working Papers 340, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

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