Browsing Electronic Theses and Dissertations (ETD) by Author "Sacco, Gianluca Michelangelo"

Browsing Electronic Theses and Dissertations (ETD) by Author "Sacco, Gianluca Michelangelo"

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  • Sacco, Gianluca Michelangelo (2014-03-07)
    The Capital Asset Pricing Model (CAPM), as introduced by Markowitz (1952), Sharpe (1964), Lintner (1965), Black (1972) and Mossin (1966), offers powerful and intuitively pleasing predictions about the risk and return ...

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