ListarGrau en Finances i Comptabilitat por tema "CAPM"
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Selection of portfolios that minimise the variance of the estimated beta for efficient portfolios in Markowitz's sense
Universitat Jaume I (2019-06-13)The work that we present below is the practical application of the model proposed by McInish et al. (1984), where the main objective is to find a portfolio of risky assets – formed by individual asset weights – that minimizes ... -
The effect of company announcements of merger and acquisition processes on their price in the US stock market
Universitat Jaume I (2020)This study aims to analyze the impact of a merger or acquisition announcement on the price of US listed shares. The study is based on 44 US companies that were involved in a merger or acquisition process between 2012 and ... -
The low risk anomaly in Spain
Universitat Jaume I (2022-06-08)This paper finds the low risk anomaly in the IBEX-35 during January 2002 – December 2021. This indicates an inverse relationship between risk and return which is contrary to financial theory. The results are obtained ...