Indian Journal of Finance
By: Associated Management Consultants (P) Ltd.Single Issue
Single Issue
- IJF-April10-Article3-Towards A Behavioral Model For Assets Pricing : Evidence From The Tunisian Stock Exchange
- Price : 80.00
- Published on April 2, 2010
- Associated Management Consultants (P) Ltd.
- Issues 356
- Language - English
- Published daily
About this issue
The conception of a concise and rational model for assets pricing in an efficient market’s context has been, for a long time, the axis of concern for the researchers of finance. This was warranted by the contributions of Sharpe (1964) Sharpe and Linter (1965) in their test to express the price of an asset by the systematic risk of this, last via the famous model of assets pricing known as the CAPM (Capital Assets Pricing Model). The identification of the systematic risk is initially on some theoretical bases, that it is about the CAPM developed by Sharpe (1964), Sharpe and Lintner (1965) and Mossin (1966) or of the theory of the arbitrage pricing theory (APT) introduced by Ross (1976) and illustrated by Chen, Roll and Ross (1986).
About Indian Journal of Finance
Indian Journal of Finance, a source of sophisticated analysis of developments in the rapidly expanding world of finance, is a monthly journal with topics ranging from corporate to personal finance, insurance to financial economics and derivatives.