Harvard Business School9 年
Market Integration in Developed and Emerging Markets: Evidence from the CAPM
Bruner, Robert, Wei Li, Mark Kritzman, Simon Myrgren, and Sebastien Page. "Market Integration in Developed and Emerging Markets: Evidence from the CAPM." Emerging Markets Review 9, no. 2 (June 2008): ...
Investopedia6 个月
Quantitative Analysis
The higher it is over 1 is how much better a risk-adjusted rate of return it has. Capital Asset Pricing Model (CAPM) The Capital Asset Pricing Model (CAPM) is a mathematical model that seeks to ...
Harvard Business School6 年
Diversification, the Capital Asset Pricing Model, and the Cost of Equity Capital
Mullins, David W., Jr. "Diversification, the Capital Asset Pricing Model, and the Cost of Equity Capital." Harvard Business School Background Note 276-183, March 1976. (Revised November 1993.) ...