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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Bibliographic Details
Main Author: Florin Dan PIELEANU
Format: Article
Language:English
Published: Romanian National Institute of Statistics 2012-06-01
Series:Revista Română de Statistică
Subjects:
Online Access:http://www.revistadestatistica.ro/Articole/2012/art4en_rrs_5_2012.pdf