Palavras Chaves Capm
Mostrando 1-1 de 1 artigos, teses e dissertações.
-
1. The capm and fama-french models in brazil
This paper confronts the Capital Asset Pricing Model - CAPM - and the 3-Factor Fama-French - FF - model using both Brazilian and US stock market data for the same Sample period (1999-2007). The US data will serve only as a benchmark for comparative purposes. We use two competing econometric methods, the Generalized Method of Moments (GMM) by (Hansen, 1982) a
Publicado em: 17/12/2007