Outecheva, Natalia (contributor) - 2007
portfolio
theory and the CAPM.
11
Such overvaluation of distressed companies in a traditional
context seems to be decisive … variable which is omitted in the context of
the CAPM and its extensions or is it, in contrast, a market mispricing anomaly … calculated by means of the
discount rate estimated from the CAPM.
Motivation and Research Questions 12
2.3 Structure of the …