Publication result detail

Capital asset pricing model and chosen modifications

SMOLÍK, K.; SRNA, M.

Original Title

Capital asset pricing model and chosen modifications

English Title

Capital asset pricing model and chosen modifications

Type

Conference proceedings

Original Abstract

This paper deals with the Capital Asset Pricing Model (CAPM), which is one of the most important financial investment models in practice and in corporate finance quantifying systematic risk through the beta factor. The first section is devoted to a brief characterization of the basic Sharpe CAPM. The second part deals with the development of the CAPM and explains the meaning, differences, advantages and disadvantages of various modifications.

English abstract

This paper deals with the Capital Asset Pricing Model (CAPM), which is one of the most important financial investment models in practice and in corporate finance quantifying systematic risk through the beta factor. The first section is devoted to a brief characterization of the basic Sharpe CAPM. The second part deals with the development of the CAPM and explains the meaning, differences, advantages and disadvantages of various modifications.

Keywords

Capital Asset Pricing Model, Capital Market Line, Security Market Line, Beta factor, Modifications of CAPM.

Key words in English

Capital Asset Pricing Model, Capital Market Line, Security Market Line, Beta factor, Modifications of CAPM.

Authors

SMOLÍK, K.; SRNA, M.

RIV year

2013

Released

19.04.2012

Publisher

Tomas Bata University in Zlín

Location

Zlín

ISBN

978-80-7454-013-4

Pages from

1

Pages to

10

Pages count

10

Full text in the Digital Library

http://hdl.handle.net/

BibTex

@proceedings{BUT92629,
  editor="Kamil {Smolík} and Martin {Srna}",
  title="Capital asset pricing model and chosen modifications",
  year="2012",
  pages="1--10",
  publisher="Tomas Bata University in Zlín",
  address="Zlín",
  isbn="978-80-7454-013-4"
}