THE APPLICATION OF THE CAPITAL ASSET PRICING MODEL ON THE CROATIAN CAPITAL MARKET

The paper describes and analyzes the application of the capital asset pricing model (CAPM) and the single-index model on the Zagreb stock exchange during the drop in the total trade turnover, and mostly in the trade of equity securities. This model shows through the analysis techniques used to estim...

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Bibliographic Details
Main Author: Bojan Tomic
Format: Article
Language:English
Published: Effectus University College for Finance and Law 2013-12-01
Series:FIP: Journal of Finance and Law
Subjects:
Online Access:http://effectus-uciliste.hr/images/upload_slides/7_The_application_of_the_capital_asset.pdf