Evaluation Of Higher Moment Capital Asset Pricing Model And Stock Market Technical Efficiency With Stochastic Frontier Approach

The Capital Asset Pricing Model (CAPM) is a revolutionary input in financial theories. It postulates an equilibrium linear relationship between expected return and risk of an asset. The theoretical validity of CAPM is well-tested and accepted but the practical validity of CAPM is still in question....

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Bibliographic Details
Main Author: Hasan, Md. Zobaer
Format: Thesis
Language:English
Published: 2014
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Online Access:http://eprints.usm.my/46158/1/Md.%20Zobaer%20Hasan24.pdf
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