An empirical study of capital asset pricing model anomalies on the JSE.
The introduction of the Capital Asset Pricing Model in 1964, and its subsequent study by hundreds of thousands if not millions of people at universities throughout the world, has had far reaching consequences in terms of the way portfolios were constructed for many insurance and pension funds. It ha...
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| Language: | en |
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2011
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| Online Access: | http://hdl.handle.net/10413/4374 |