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Desarrollo de un modelo CAPM bajo el concepto del operador generalizado de la incertidumbre

  • Aristizábal Muñoz, Enrique


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    Se desarrolla un modelo CA PM y se deduce un coeficiente beta (βR) basado en la caracterización de la actitud ante el riesgo de los agentes según el operador generalizado de la incertidumbre (GUO). Se comprueba que el coeficiente βR implica una corrección al βM del modelo CAPM tradicional. El modelo se verifica en condiciones del mercado colombiano de activos financieros.

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    Volume (Year): (1996)
    Issue (Month): (March)

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    Handle: RePEc:col:000090:007722
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