Modele utilizate şi criterii pentru explicarea randamentelor activelor
Journal Title: Revista Romana de Statistica - Year 2012, Vol 60, Issue 5
Abstract
Au fost comparate două cunoscute Modele: CAPM şi TPA. A rezultat modelul care descrie mai bine, în cazul României, încasările şi variaţia încasărilor pentru garanţiile asigurate. S-a avut în vedere încasările lunare (perioada 1.01.2005 - 31.12.2010) ale unui număr de 60 de societăţi listate la Bursa de Valori Bucureşti (BVB).
Authors and Affiliations
Florin Dan PIELEANU
Keywords
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