SYSTEMATIC RISK ASSESMENT USING OLS METHOD - THE CASE OF THE CAPITAL MARKET OF BOSNIA AND HERZEGOVINA
The Sharpe-Lintner Capital Asset Pricing Model (CAPM) implies a simple linear equation for pricing risky financial assets, individually and in portfolios. CAPM finds that the relevant risk measure of individual financial assets held as a portion of a well-diversified portfolio is not a variance (or...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics, University of Tuzla
2012-05-01
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| Series: | Economic Review |
| Subjects: | |
| Online Access: | https://www.er.ef.untz.ba/index.php/er/article/view/175 |
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