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Revisión bibliográfica de la evidencia empírica de los modelos multifactoriales de valoración de activos financieros

Author

Listed:
  • Yaiza García Padrón
  • Juan García Boza

Abstract

En la literatura financiera son diversos los autores que consideran que en la valoración de activos financieros no se debe considerar una única fuente de riesgo, sino que se debe adoptar una perspectiva de riesgo multifactorial, en contra de lo argumentado por el modelo CAPM. El presente artículo revisa la evidencia empírica respecto a la aplicación de modelos multifactoriales de valoración de activos financieros, poniendo de manifiesto los principales resultados que se han obtenido.

Suggested Citation

  • Yaiza García Padrón & Juan García Boza, 2006. "Revisión bibliográfica de la evidencia empírica de los modelos multifactoriales de valoración de activos financieros," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
    • Handle: RePEc:col:000093:004444
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    More about this item

    Keywords

    modelos de valoración; factores de riesgo.;

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • D46 - Microeconomics - - Market Structure, Pricing, and Design - - - Value Theory

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