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Исследование Модели Оценки Финансовых Активов На Украинском Рынке Ценных Бумаг : Бетакоэффициент

Author

Listed:
  • Малышко А. В.
  • Молчанов А. И.
  • Шейка Е. С.

Abstract

В статье отображены результаты тестирования CAPM модели на украинском фондовом рынке, в частности исследование бета-коэффициента и возможности формирования оптимального портфеля ценных бумаг. Исследование базируется на данных Украинской фондовой биржи и индекса UX за 2009 2011 гг.

Suggested Citation

  • Малышко А. В. & Молчанов А. И. & Шейка Е. С., 2012. "Исследование Модели Оценки Финансовых Активов На Украинском Рынке Ценных Бумаг : Бетакоэффициент," Економічний вісник Донбасу Экономический вестник Донбасса, CyberLeninka;Институт экономики промышленности НАН Украины, vol. 30(4), pages 86-91.
    • Handle: RePEc:scn:032263:15598063
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