Contribution to the Valuation of BRVM’s Assets: A Conditional CAPM Approach
The conditional capital asset pricing model (CAPM) theory postulates that the systematic risk (<inline-formula> <math display="inline"> <semantics> <mi>β</mi> </semantics> </math> </inline-formula>) of an asset or portfolio varies over time....
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-02-01
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| Series: | Journal of Risk and Financial Management |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1911-8074/12/1/27 |