Examples of 'capm' in a sentence
Meaning of "capm"
capm (noun) - an abbreviation that stands for Capital Asset Pricing Model. CAPM is a financial model used to determine the expected return on an investment based on its risk and cost of capital
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- Initialism of capital asset pricing model.
How to use "capm" in a sentence
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capm
We are going to capm for a few days this year also.
The increase in explaining power of the model was marginal compared to the capm.
Use of capm and apt.
The results show that multifactor models feature a significantly higher explanatory power of the capm returns.
The validity of capm is contested by several studies based on factor models.
This study aims to verify the contribution of a structural break ( if any ) to capm models.
We measure the capability of capm to explain the returns of the strategies simulations.
However, this risk is not captured by the traditional models of asset pricing like capm.
One of the key assumptions of capm is what is usually called homothetic expectations.
The capm model assumes, among other factors, the existence of complete information.
It was adopted the average of the capm and fama-french for the calculation of equity.
The capm uses a single variable, the market factor in explaining the return on assets.
This dissertation proposes a new version for the well-known capm, the omega capm.
This new model has a simpler sufficient condition than the mean-variance efficiency required on the capm.
