THE APPLICABILITY OF THE UNIFACTORIAL MODEL FOR BRD SHARES QUOTED ON THE BUCHAREST STOCK EXCHANGE

The single index model or one factor model was generated by William Sharpe (1963), who developed his research based on the idea of simplifying the Markowitz portfolio selection model. Sharpe has proposed a solution whose essential feature is to suppose that the returns of different financial titles...

Cur síos iomlán

Sábháilte in:
Sonraí bibleagrafaíochta
Príomhchruthaitheoirí: Luiza Madalina APOSTOL, Alina HAGIU
Formáid: Alt
Teanga:Béarla
Foilsithe / Cruthaithe: University of Pitesti 2018-12-01
Sraith:Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice
Ábhair:
Rochtain ar líne:http://economic.upit.ro/RePEc/pdf/2018_3_18.pdf
Clibeanna: Cuir clib leis
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!