English
Does Finance Theory Make the Case for Capitalisation-Weighted Indexing?
Publication EDHEC
Nbre d'exemplaires : 1
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [disponible] |
Url : https://www.edhec.edu/fr/publications/does-finance-theory-make-case-capitalisation-weighted-indexing
Sommaire : 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
Langue : Anglais
Collection : PUBLICATION EDHEC
Propriétaire : Bibliothèque