ANGHELACHE, Gabriela-Victoria; LEFTER, Viorel; NEGRU, … - In: Romanian Statistical Review Supplement 60 (2012) 4, pp. 147-154
Considering as starting point the theory developed by H. Markowitz in the years '50, J. Treynor (1962), W. Sharpe (1964), J. Lintner (1965) and J. Moshin (1966) have elaborated the famous model for evaluating the financial assets, CAPM. This model is utilized in order to set up the expected...