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Contrastação empírica do modelo CAPM aplicada ao mercado bolsista português

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  • Tânia Santos

    ()
    (Instituto Politécnico de Leiria)

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    Abstract

    O objectivo deste trabalho é contrastar o modelo CAPM (Capital Asset Pricing Model) para o mercado bolsista português, aplicando-o à análise do individual das carteiras relativas a cada um dos sectores das empresas cotados na Bolsa, e também ao estudo do mercado português no seu todo.

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    File URL: http://globadvantage.ipleiria.pt/files/2012/01/working_paper-83_globadvantage.pdf
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    Bibliographic Info

    Paper provided by globADVANTAGE, Polytechnic Institute of Leiria in its series Working Papers with number 83.

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    Date of creation: 20 Jan 2012
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    Handle: RePEc:pil:wpaper:83

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    Web page: http://globadvantage.ipleiria.pt
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    Related research

    Keywords: Teoria da carteira; Modelo CAPM; rendibilidade; risco;

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