Testing the Traditional CAPM and MCAPM on Tehran Stock Exchange
The purpose of this paper is to empirically test and evaluate the possibility of using the traditional Capital Asset Pricing Model (CAPM) and the Modified Capital Asset Pricing Model (MCAPM) in the Tehran Stock Exchange. Traditional CAPM by Sharpe-Linter (1965) as one of the ways in which investors...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Ayandegan Institute of Higher Education, Iran
2017-10-01
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| Serie: | Journal of Applied Research on Industrial Engineering |
| Soggetti: | |
| Accesso online: | https://www.journal-aprie.com/article_48259_d07325dbe02300c295f7f9f67cc6ee26.pdf |
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