Utilizarea comparata a modelelor CAPM si APT in analizele bursiere

Florin Pieleanu and Diana Coconoiu
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Florin Pieleanu: Academia de Studii Economice, Bucuresti
Diana Coconoiu: Academia de Studii Economice Bucuresti

Romanian Statistical Review Supplement, 2013, vol. 61, issue 1, 295-301

Abstract: This paper describes the use of CAPM and APT models in stock exchange analysis. The comparative study of the models reveals their advantages and disadvantages. The authors present the mathematical base of the models, the dataset used for the practical approach and validate the conclusions in an elegant manner.

Keywords: models; analysis; residual; variance; profitability (search for similar items in EconPapers)
JEL-codes: G11 G14 (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:61:y:2013:i:1:p:295-301

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