Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?

DOI10.1016/J.EJOR.2007.09.027zbMath1157.91366OpenAlexW3122488529MaRDI QIDQ1011187

Carlo Alberto Magni

Publication date: 8 April 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/5471/1/MPRA_paper_5471.pdf

zbMATH Keywords

decisioninvestment analysisnonadditivityfinancecapital asset pricing modelarbitragevaluationnet present valuedisequilibrium

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (3)

Generalized Makeham's formula and economic profitability ⋮ Splitting up value: a critical review of residual income theories ⋮ A new decision-making method for stock portfolio selection based on computing with linguistic assessment

Cites Work

• On ``Investment decisions in the theory of finance: some antinomies and inconsistencies by C. A. Magni
• The Framing of Decisions and the Psychology of Choice
• Prospect Theory: An Analysis of Decision under Risk
• Investment decisions in the theory of finance: some antinomies and inconsistencies.

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