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Das Capital Asset Pricing Model in Deutschland

Univariate und multivariate Tests für den Kapitalmarkt

  • Textbook
  • © 1993

Overview

Authors:
  1. Jürgen Warfsmann
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Part of the book series: DUV Wirtschaftswissenschaft (DUVWW)

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Table of contents (6 chapters)

  1. Front Matter

    Pages I-XXI
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  2. Zielsetzung und Aufbau

    • Jürgen Warfsmann
    Pages 1-6

  3. Alternative Versionen des CAPM und ihre testbaren Implikationen

    • Jürgen Warfsmann
    Pages 7-33

  4. Testmethoden, Testprobleme und bisherige empirische Ergebnisse

    • Jürgen Warfsmann
    Pages 34-81

  5. Datenbasis, Gestaltung und Ergebnisse der empirischen Untersuchung

    • Jürgen Warfsmann
    Pages 82-133

  6. Problembereiche und Perspektiven der durchgeführten Tests

    • Jürgen Warfsmann
    Pages 134-154

  7. Zusammenfassung

    • Jürgen Warfsmann
    Pages 155-157

  8. Back Matter

    Pages 159-194
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Keywords

Bibliographic Information

  • Book Title: Das Capital Asset Pricing Model in Deutschland

  • Book Subtitle: Univariate und multivariate Tests für den Kapitalmarkt

  • Authors: Jürgen Warfsmann

  • Series Title: DUV Wirtschaftswissenschaft

  • DOI: https://doi.org/10.1007/978-3-663-12006-3

  • Publisher: Deutscher Universitätsverlag Wiesbaden

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Fachmedien Wiesbaden 1993

  • Softcover ISBN: 978-3-8244-0195-6Published: 21 March 2014

  • eBook ISBN: 978-3-663-12006-3Published: 11 December 2013

  • Edition Number: 1

  • Number of Pages: XXI, 194

  • Number of Illustrations: 13 b/w illustrations

  • Topics: Public Economics

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