IDEAS home Printed from https://ideas.repec.org/p/pil/wpaper/83.html
   My bibliography  Save this paper

Contrastação empírica do modelo CAPM aplicada ao mercado bolsista português

Author

Listed:
  • Tânia Santos

    (Instituto Politécnico de Leiria)

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.

Suggested Citation

  • Tânia Santos, 2012. "Contrastação empírica do modelo CAPM aplicada ao mercado bolsista português," Working Papers 83, globADVANTAGE, Polytechnic Institute of Leiria.
  • Handle: RePEc:pil:wpaper:83
    as

    Download full text from publisher

    File URL: https://globadvantage.ipleiria.pt/files/2012/01/working_paper-83_globadvantage.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Teoria da carteira; Modelo CAPM; rendibilidade; risco;
    All these keywords.

    JEL classification:

    • M0 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - General
    • M1 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pil:wpaper:83. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Nuno Reis (email available below). General contact details of provider: https://edirc.repec.org/data/deiplpt.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.