Capital asset pricing model and chosen modifications
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F12%3APU98832" target="_blank" >RIV/00216305:26510/12:PU98832 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Capital asset pricing model and chosen modifications
Original language description
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 briefcharacterization 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.
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů