Theses and Dissertations
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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, ...
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Graduate School of Business & Public Policy (GSBPP) (1)
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