USED MODELS AND CRITERIA FOR ASSET YIELDS EXPLANATION

There were compared two known models (CAPM and TPA resuting the model describing better, in case of Romania, cashings and variation of cashings for ensured guarantees. There were taken into account monthly cashings (1.01.2005-31.12.2010 period) of 60 companies listed at Bucharest Stock Exchange (BVB).

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Year of publication:	2012
Authors:	PIELEANU, Florin Dan
Published in:	Romanian Statistical Review. - Institutul National de Statistica şi Studii Economice (INSSE). - Vol. 60.2012, 5, p. 15-30
Publisher:	Institutul National de Statistica şi Studii Economice (INSSE)
Subject:	CAPM – Capital Asset Pricing Model \| TPA – Arbitrage Pricing Theory

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010596315