Browsing Economics - Undergraduate degree by Author "Raiter, Pablo Assoni"

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    • An implementation of sharpe’s capital asset pricing model 

      Raiter, Pablo Assoni (2019) [Work completion of graduation]
      This paper implements computationally Sharpe (1964) Capital Asset Pricing Model (CAPM) in order to provide a script that collects data, calculates the parameters of CAPM and tests the statistical significance of those ...