An Examination of the Conditional and Unconditional Relations Between Risk and Return on the Kuala Lumpur Stock Exchange

Previous empirical tests of the Capital Asset Pricing Model (CAPM) in mature and emerging capital markets focused on the premise that there is a positive linear relationship between portfolio betas and portfolio returns. The CAPM predicts that the expected return for any asset is a positive funct...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Haniff, Mohd Nizal
स्वरूप:	थीसिस
भाषा:	अंग्रेज़ी अंग्रेज़ी
प्रकाशित:	2000
विषय:	Stock exchanges - Malaysia. Risk-return relationships - Malaysia.
ऑनलाइन पहुंच:	http://psasir.upm.edu.my/id/eprint/7941/1/GSM_2001_11_.pdf

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