Theses and Dissertations
Now showing items 1-1 of 1
Adjusting the capital asset pricing model for the short-run with liquidity proxies, while accounting for denials and deceptions in financial markets
(Monterey, California: Naval Postgraduate School, 2014-03)
William Sharpe's 1964 capital asset pricing model relies heavily on an accurate assessment of the asset's sensitivity to the broader market, termed _. By modifying the classic approach to incorporate liquidity of the asset, ...
Branch Of Service
Graduate School of Business & Public Policy (GSBPP) (1)
Information Sciences (IS) (1)