USED MODELS AND CRITERIA FOR ASSET YIELDS EXPLANATION

Florin Dan Pieleanu
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Florin Dan Pieleanu: Academy of Economic Studies, Bucharest

Romanian Statistical Review, 2012, vol. 60, issue 5, 15-30

Abstract: 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).

Keywords: CAPM – Capital Asset Pricing Model; TPA – Arbitrage Pricing Theory (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:rsr:journl:v:60:y:2012:i:5:p:15-30

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