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CAPM: uma aplicação do modelo para as blue chips listadas na BM&FBOVESPA
(Universidade Federal de Santa Maria, 2014-11-27)
The capital asset pricing model (CAPM) indicates the expected return of an asset taking into consideration the risk-free return, the market return and the beta coefficient. The present study sought to determine whether the ...
Variáveis fundamentalistas e o retorno das ações na BM&FBOVESPA
(Universidade Federal de Santa Maria, 2014-07-03)
The Capital Asset Pricing Model (CAPM) is a widely used model to correlate an asset’s expected profitability with its nondiversifiable risk, measured by the beta coefficient. This paper’s goal was to verify if stocks ...