Evaluation Of Higher Moment Capital Asset Pricing Model And Stock Market Technical Efficiency With Stochastic Frontier Approach
The Capital Asset Pricing Model (CAPM) is a revolutionary input in financial theories. It postulates an equilibrium linear relationship between expected return and risk of an asset. The theoretical validity of CAPM is well-tested and accepted but the practical validity of CAPM is still in question....
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | en |
| Published: |
2014
|
| Subjects: | |
| Online Access: | http://eprints.usm.my/46158/1/Md.%20Zobaer%20Hasan24.pdf http://eprints.usm.my/46158/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|