The CAPM is Not Dead: It Works Better for Average Daily Returns
In a series of papers, Fama and French showed that the CAPM failed to explain U.S. stock returns. Subsequently, they declared the CAPM dead. In its place, they proposed a number of different factors to better explain stock returns. Given that Sharpe received the Nobel Prize in Economics for the CAPM...
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| Autores principales: | , , |
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2023
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/87693 |
| Etiquetas: |
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