| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Loukeris, Nikolaos | - |
| dc.date.accessioned | 2024-04-22T11:28:17Z | - |
| dc.date.available | 2024-04-22T11:28:17Z | - |
| dc.date.issued | 2008 | - |
| dc.identifier | google_scholar-XlKYe28AAAAJ:qxL8FJ1GzNcC | - |
| dc.identifier.isbn | 978-960-6766-96-1 | - |
| dc.identifier.other | XlKYe28AAAAJ:qxL8FJ1GzNcC | - |
| dc.identifier.uri | https://uniwacris.uniwa.gr/handle/3000/2201 | - |
| dc.description.abstract | The Capital Asset Pricing Model (CAPM) under the means of the two step regression procedure indicated that the cross section of average excess security return is positively related to beta. In a frame of Computational Econometrics the two step regression procedure being implemented in to CAPM, resulted that the strict CAPM test rejected the second H0 hypothesis for the market risk premium, hence the slope of the Security Market Line (SML) is different from the slope of SML indicated by CAPM. Consequently Financial Management is not statistical efficient in the CAPM framework. | en_US |
| dc.language.iso | en | en_US |
| dc.relation.ispartof | Proceedings of the 8th conference on Systems theory and scientific computation | en_US |
| dc.source | Proceedings of the 8th conference on Systems theory and scientific …, 2008 | - |
| dc.title | Computational econometrics in an empirical investigation of the validity of CAPM in UK evidence | en_US |
| dc.type | Conference Paper | en_US |
| dc.relation.conference | 8th conference on Systems theory and scientific computation, 20-22 August 2008, Rhodes Island, Greece | en_US |
| dc.identifier.doi | 10.5555/1503773.1503793 | en_US |
| dc.relation.dept | Department of Business Administration | en_US |
| dc.relation.faculty | School of Administrative, Economics and Social Sciences | en_US |
| dc.identifier.spage | 116 | en_US |
| dc.identifier.epage | 123 | en_US |
| dc.collaboration | University of West Attica (UNIWA) | en_US |
| dc.journals | Subscription | en_US |
| dc.publication | Peer Reviewed | en_US |
| dc.country | Greece | en_US |
| local.metadatastatus | not verified | en_US |
| item.cerifentitytype | Publications | - |
| item.languageiso639-1 | en | - |
| item.openairetype | Conference Paper | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
| item.fulltext | No Fulltext | - |
| item.grantfulltext | none | - |
| crisitem.author.dept | Department of Business Administration | - |
| crisitem.author.faculty | School of Administrative, Economics and Social Sciences | - |
| crisitem.author.orcid | 0000-0002-1891-8245 | - |
| crisitem.author.parentorg | School of Administrative, Economics and Social Sciences | - |
| Appears in Collections: | Book Chapter / Κεφάλαιο Βιβλίου | |
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