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The top documents tagged [standard capm]
Liquidity Premium Valuing
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Daniel Chi-Hsiou Hung
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1 IX. Explaining Relative Prices. 2 Explaining Relative Prices 1.CAPM – Capital Asset Pricing Model 2.Non Standard Forms of the CAPM 3.APT – Arbitrage
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Testing CAPM. NES EFM 2006/7 2 Plan Up to now: analysis of return predictability Up to now: analysis of return predictability –Main conclusion: need a
213 views