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Utilizarea comparata a modelelor CAPM si APT in analizele bursiere

Author

Listed:
  • Florin PIELEANU

    (Academia de Studii Economice, Bucuresti)

  • Diana COCONOIU

    (Academia de Studii Economice Bucuresti
    Universitatea Crestina Dimitrie Cantemir)

Abstract

This paper describes the use of CAPM and APT models in stock exchange analysis. The comparative study of the models reveals their advantages and disadvantages. The authors present the mathematical base of the models, the dataset used for the practical approach and validate the conclusions in an elegant manner.

Suggested Citation

  • Florin PIELEANU & Diana COCONOIU, 2013. "Utilizarea comparata a modelelor CAPM si APT in analizele bursiere," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(1), pages 295-301, March.
    • Handle: RePEc:rsr:supplm:v:61:y:2013:i:1:p:295-301
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    More about this item

    Keywords

    models; analysis; residual; variance; profitability;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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