Pitanje br. 4223
 
Pitanje: 
 CAPM model (cjenovni model vrednovanja dionica) u primjeni.
Odgovor: 
 Knjige:

  1. Shim, Jae K.: Upravljačke financije. Zagreb : Zgombić & Partneri, 2007 - sign. 658.1 /SHI/ u

  2. Vidučić, Ljiljana: Financijski menadžment. Zagreb : RRiF-plus, 2011 - sign. 658.1(075.8) /VID/ f

  3. Pike, Richard H.: Corporate finance and investment : decisions and strategies. Harlow : Prentice Hall : Financial Times, 2003 - sign. 658.1(075.8) /PIK/ c

  4. Financial management : principles and applications / Arthur J. Keown...[et al.] Upper Saddle River : Pearson Prentice Hall, 2002 - sign. 658.1(075.8) /FIN/

  5. Damodaran, Aswath: Damodaran o valuaciji : analiza vrijednosnica za investicijske i korporativne financije. Zagreb : Mate, 2010 - sign. 658.01 /DAM/ d


Članci u časopisima:


  1. Korkmaz, Turhan: Testiranje modela procjenjivanja kapitalne imovine (CAPM) koristeći Markovljev komutacijski model: slučaj rudarskih poduzeća // Ekonomska istraživanja. - 23 (2010), 2

  2. Fruk, Mladen: Testiranje Sharpe-Lintnerova modela na Zagrebačkoj burzi // Financijska teorija i praksa. - 28 (2004), 1

  3. Davor Kunovac, Davor: Asymmetric correlations on the Croatian equity market // Financial Theory and Practice. 35 (2011), 1


EBSCO Host (pristup u GISKO ili putem CARNet Centra za online baze - Proxy):


  1. Abbas, Qaiser; Ayub, Usman; Sargana, Shahid Mehmmod; Saeed, Syed Kashif: From Regular-Beta CAPM to Downside-Beta CAPM. // European Journal of Social Science. May2011, Vol. 21 Issue 2, p189-203

  2. Li-Hua Lai: Underwriting systematic risk and profit margin in fuzzy CAPM and ICAPM models: examples of automobile and aviation risk. // Journal of the Chinese Institute of Industrial Engineers. Sep2010, Vol. 27 Issue 5, p331-338

  3. Zakamulin, Valeriy: Sharpe (Ratio) Thinking about the Investment Opportunity Set and CAPM Relationship. // Economics Research International. 2011, p1-9

  4. Wibowo, Andreas: CAPM-Based Valuation of Financial Government Supports to Infeasible and Risky Private Infrastructure Projects. // Journal of Construction Engineering & Management. Mar2006, Vol. 132 Issue 3, p239-248

  5. Belkacem, Lotfi; Véhel, Jacques Lévy; Walter, Christian: CAPM, Risk and Portfolio Selection in “α-Stable Markets”. // Fractals. Mar2000, Vol. 8 Issue 1, p99


ScienceDirect (pristup u GISKO ili putem CARNet Centra za online baze - Proxy):


  1. Zhi Da, Re-Jin Guo, Ravi Jagannathan: CAPM for estimating the cost of equity capital: Interpreting the empirical evidence //Journal of Financial Economics, Volume 103, Issue 1, January 2012, Pages 204-220

  2. Thorsten Hens, Jörg Laitenberger, Andreas Löffler: Two remarks on the uniqueness of equilibria in the CAPM // Journal of Mathematical Economics, Volume 37, Issue 2, April 2002, Pages 123-132

  3. Jonathan Lewellen, Stefan Nagel: The conditional CAPM does not explain asset-pricing anomalies // Journal of Financial Economics, Volume 82, Issue 2, November 2006, Pages 289-314

  4. Don U.A. Galagedera: An alternative perspective on the relationship between downside beta and CAPM beta // Emerging Markets Review, Volume 8, Issue 1, March 2007, Pages 4-19

  5. Ming-Hsiang Chen: Risk and return: CAPM and CCAPM // The Quarterly Review of Economics and Finance, Volume 43, Issue 2, Summer 2003, Pages 369-393

  6. Surajit Ray, N.E. Savin, Ashish Tiwari: Testing the CAPM revisited // Journal of Empirical Finance, Volume 16, Issue 5, December 2009, Pages 721-733
UDK pojmovi: 
658 Poslovno upravljanje (menadžment)
Predmetnice: 
 Financijski menadžment