Used Models and Criteria for Asset Yields Explanation

PhD Candidate Florin Dan Pieleanu
Academy of Economic Studies

Abstract

There were compared two known models (CAPM and TPA resuting the model describing better, in case of Romania , cashings and variation of cashings for ensured guarantees. There were taken into account monthly cashings (1.01.2005-31.12.2010 period) of 60 companies listed at Bucharest Stock Exchange (BVB).

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Romanian Statistical Review 5/2012