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Contrastação empírica do modelo CAPM aplicada ao mercado bolsista português

Author

Listed:
  • Tânia Santos

    (Instituto Politécnico de Leiria)

Abstract

O objectivo deste trabalho é contrastar o modelo CAPM (Capital Asset Pricing Model) para o mercado bolsista português, aplicando-o à análise do individual das carteiras relativas a cada um dos sectores das empresas cotados na Bolsa, e também ao estudo do mercado português no seu todo.

Suggested Citation

  • Tânia Santos, 2012. "Contrastação empírica do modelo CAPM aplicada ao mercado bolsista português," Working Papers 83, globADVANTAGE, Polytechnic Institute of Leiria.
    • Handle: RePEc:pil:wpaper:83
    as

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    File URL: https://globadvantage.ipleiria.pt/files/2012/01/working_paper-83_globadvantage.pdf
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    More about this item

    Keywords

    Teoria da carteira; Modelo CAPM; rendibilidade; risco;
    All these keywords.

    JEL classification:

    • M0 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - General
    • M1 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration

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