Conditional CAPM using Expected Returns of Brazilian Market from 1992 to 2013: A New Approach

Dr. Elmo Tambosi Filho

Authors

Dr. Elmo Tambosi Filho

Keywords:

conditional CAPM, financial markets, portfolio

Abstract

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Conditional CAPM using Expected Returns of Brazilian Market from 1992 to 2013: A New Approach. (2014). Global Journal of Management and Business Research, 14(18), 1-7. https://journalofbusiness.org/index.php/GJMBR/article/view/

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Author Biography

Dr. Elmo Tambosi Filho

Dr. Elmo Tambosi Filho is a researcher at Methodist University with expertise in finance. His work focuses on dynamic modeling, stochastic optimizing, and non-linear programming, particularly for portfolio selection and the CAPM in the Brazilian financial market.

References

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