Which is the ‘right’ choice of the market portfolio of the CAPM?

Autor: Wobst, Janice, Gramlich, Alexandra, Röttger, Philipp, Spee, Kolja

Publikováno v: Wobst, J, Gramlich, A, Röttger, P & Spee, K 2020, ' Which is the ‘right’ choice of the market portfolio of the CAPM? ', Management Studies, vol. 10, no. 1, pp. 25-29 . < https://managementstudies.org/index.php/ms/article/view/19/14 >

A plethora of research exists on the Capital Asset Pricing Model and how to tackle the unobservability of the true market portfolio. We contribute to this debate by providing an overview of commonly used proxies for the market portfolio embedded into

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3697::b31afff067753a2af5739ff80978dc3e
https://pure.leuphana.de/ws/files/21171471/document.pdf