Odhad modelu oceňování kapitálových aktiv pomocí Kalmanova filtru
The Capital Assets Pricing Model (CAPM), which was published by W. F. Sharpe and J. Linter in the middle of the sixties, has since that time grown to one of the piers of foundation of the financial economics. During the time it used to be empirically tested for several times, but these tests in most...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2006
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| Online Access: | http://www.nusl.cz/ntk/nusl-454834 |