Una prueba no paramétrica del CAPM condicional para la economía mexicana
Many models have been suggested to describe how investors manage risk and value risky cash flows. Among them, the most widely used is the Sharpe-Lintner-Black Capital Asset Pricing Model (CAPM).However, many anomalies and evidence against this version have been presented. To assume that the CAPM hol...
| Autor principal: | |
|---|---|
| Formato: | Online |
| Idioma: | español |
| Editor: |
El Colegio de México, A.C.
2006
|
| Materias: | |
| Acceso en línea: | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/151 |
| Revista: |
Estudios Económicos |