Url : https://www.edhec.edu/fr/publications/does-finance-theory-make-case-capitalisation-weighted-indexing

Contents : Executive Summary
Introduction
1. A Refresher on the CAPM
2. Does Theory Predict That the Market Portfolio Will Be Efficient?
3. Can Stock Market Indices Represent the Market Portfolio?
4. Conclusion
Appendix: Review of Empirical Tests of the CAPM
References
About EDHEC-Risk Institute
EDHEC Position Papers and Publications from the Last Four Years

Language : English

Series : PUBLICATION EDHEC

Material : Electronic ; Paper

Owner : Bibliothèque