THE DEVELOPMENT OF THE CAPITAL ASSET PRICING MODEL AND THE EFFECT OF INTEREST RATE MOVEMENTS ON IT

Yıl 1985, Sayı: 7, 125 - 138, 01.01.1985

İ.hakkı Sönmez

Öz

Markowit/.'in portföy modelinden başlayıp, Finansal Varlıkları Fiyatlama Modeline kadar olan gelişmeler kısaca izah edilmiş ve bu modelin hazırlanmasında kullanılan varsayımlar üzerinde yapılan çalışmalar dikkate alınarak, modelin eleştirisi yapılmıştır.

Anahtar Kelimeler

THE DEVELOPMENT OF THE CAPITAL ASSET PRICING MODEL

Kaynakça

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