Economics, Econometrics and Finance
4 years ago

New study challenges traditional asset pricing model, shaking up financial markets.

1 view
Essays in empirical asset pricing
Johan Parmler

Paper Summary

The article discusses the Capital Asset Pricing Model (CAPM), which is a popular method for evaluating how an investment performs compared to the overall market. The model looks at the relationship between the return on an investment and the return on the market, as well as how sensitive the investment is to market changes.

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