Evaluation Of Higher Moment Capital Asset Pricing Model And Stock Market Technical Efficiency With Stochastic Frontier Approach

The Capital Asset Pricing Model (CAPM) is a revolutionary input in financial theories. It postulates an equilibrium linear relationship between expected return and risk of an asset. The theoretical validity of CAPM is well-tested and accepted but the practical validity of CAPM is still in question....

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Bibliographic Details
Main Author:	Hasan, Md. Zobaer
Format:	Thesis
Language:	English
Published:	2014
Subjects:	QA1 Mathematics (General)
Online Access:	http://eprints.usm.my/46158/
Abstract	Abstract here

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