THE APPLICABILITY OF THE UNIFACTORIAL MODEL FOR BRD SHARES QUOTED ON THE BUCHAREST STOCK EXCHANGE
The single index model or one factor model was generated by William Sharpe (1963), who developed his research based on the idea of simplifying the Markowitz portfolio selection model. Sharpe has proposed a solution whose essential feature is to suppose that the returns of different financial titles...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Pitesti
2018-12-01
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| Series: | Buletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice |
| Subjects: | |
| Online Access: | http://economic.upit.ro/RePEc/pdf/2018_3_18.pdf |
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