CAPM


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CAPM

Abbreviation for:
Capital Asset Pricing Model (Medspeak-UK)
continuous airway pressure monitoring
References in periodicals archive ?
Para o periodo de out/1999-mai/2013, todos os modelos diminuem os erros de aprecamento em relacao ao CAPM para algumas carteiras, mas os resultados sao muito sensiveis a instabilidade inicial dos valores de beta estimados pelo filtro de Kalman.
In the wake of the success of the Marka IPO, how is CAPM Investment's pipeline?
Wang (2002) mathematically derives a non-parametric test in order to incorporate the conditional information in estimating the CAPM parameters.
H1a: CAPM significantly explains excess returns of portfolios of financial sector of Pakistan
In addition to traditional CAPM and TFM, various researchers [14-16] investigated the effect of earning components on equity returns.
Portanto, na busca de demonstrar como as empresas do novo mercado da BM&FBovespa reagem frente as incertezas dos retornos das acoes tendo o CAPM como benchmark este trabalho pretende responder a seguinte pergunta: Qual a relacao entre o CAPM e retorno das acoes obtido pelas empresas pertencentes ao segmento novo mercado da BM&FBovespa?
The aim of this paper is to compare on the basis of Estrada's work (2000; 2007) the classical CAPM model with asset pricing models in which risk measures are based on standard deviation, downside risk and downside beta in order to determine the most appropriate risk measure and corresponding asset pricing model for Slovenian, Croatian and Serbian capital markets.
As the world's financial markets continue to integrate, especially through electronic systems, it has been realized that CAPM must be interpreted in a global sense.
The CAPM has been built on the notion that stock returns are affected by one type of risk factor, namely systematic risk as measured by beta ([beta]).
The results from this test indicate the existence of significant differences before and after the crisis, both in the relationship between the factors and in the values and significance of the coefficients of the CAPM and of the three factor model from Fama and French and the four factor model from Carhart, which justifies the division of the sample into the sub-periods.
In 1992, Eugene Fama and Kenneth French, professors at the University of Chicago Booth School of Business, expanded on Banz' work and published "The Cross Section of Expected Stock Returns," expanding the single-factor CAPM into a three-factor model for analyzing security performance.
Los modelos basados en el CAPM valoran adecuadamente los emprendimientos familiares?