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CREATION OF THE CAPM MODEL FOR THE RUSSIAN STOCK MARKET
Polteva Tatiana Vladimirovna
Togliatti State University
assistant professor of the chair «Finance and Credit»
Togliatti State University
assistant professor of the chair «Finance and Credit»
Abstract
In article the economic essence of the CAPM model is considered, the main components of this model are allocated, their characteristic is provided. The algorithm of calculation of this model for the Russian stock market is described. Benefits and shortcomings of this model are allocated.
Keywords: beta coefficient, CAPM model, profitability, Sharp's model
Category: 08.00.00 Economics
Article reference:
Creation of the CAPM model for the Russian stock market // Modern scientific researches and innovations. 2017. № 4 [Electronic journal]. URL: https://web.snauka.ru/en/issues/2017/04/79353
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