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recommendations of the governing council of the european central bank on the pricing of recapitalisations , 20 november 2008
recommendations of the governing council of the european central bank on the pricing of recapitalisations , 20 november 2008
em 1964 william sharpe publicou o "capital asset pricing model" (capm).
an alternative to the estimation of the required return by the capital asset pricing model as above, is the use of the fama–french three-factor model.
a final version was published in 1999, in asset pricing and portfolio performance: models, strategy and performance metrics.
a final version was published in 1999, in asset pricing and portfolio performance: models, strategy and performance metrics.