Detail publikace

Capital asset pricing model and chosen modifications

SMOLÍK, K. SRNA, M.

Originální název

Capital asset pricing model and chosen modifications

Typ

konferenční sborník (ne článek)

Jazyk

angličtina

Originální abstrakt

This paper deals with the Capital Asset Pricing Model (CAPM), which is one of the most important financial investment models in practice and in corporate finance quantifying systematic risk through the beta factor. The first section is devoted to a brief characterization of the basic Sharpe CAPM. The second part deals with the development of the CAPM and explains the meaning, differences, advantages and disadvantages of various modifications.

Klíčová slova

Capital Asset Pricing Model, Capital Market Line, Security Market Line, Beta factor, Modifications of CAPM.

Autoři

SMOLÍK, K.; SRNA, M.

Vydáno

19. 4. 2012

Nakladatel

Tomas Bata University in Zlín

Místo

Zlín

ISBN

978-80-7454-013-4

Strany od

1

Strany do

10

Strany počet

10

BibTex

@proceedings{BUT92629,
  editor="Kamil {Smolík} and Martin {Srna}",
  title="Capital asset pricing model and chosen modifications",
  year="2012",
  pages="1--10",
  publisher="Tomas Bata University in Zlín",
  address="Zlín",
  isbn="978-80-7454-013-4"
}