Is making a country risk premium adjustment to the CAPM improving the CAPM?

Cobianchi, Riccardo (A.A. 2018/2019) Is making a country risk premium adjustment to the CAPM improving the CAPM? Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Rossella Santella, pp. 87. [Master's Degree Thesis]

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Abstract/Index

Literature review. CAPM inefficiencies in emerging markets. Country risk premium estimates and hypotheses development. Methodology and data sample. Multicollinearity check. Empirical result analysis. Emerging and developed countries exposure to the CRP.

References

Bibliografia: pp. 40-42.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Outstanding Thesis: Department of Business and Management
Chair: Advanced corporate finance
Thesis Supervisor: Santella, Rossella
Thesis Co-Supervisor: Torrisi, Alfio
Academic Year: 2018/2019
Session: Autumn
Additional Information: La tesi è vincitrice del Premio "Tesi d'Eccellenza" 2018/2019 ed è stata pubblicata online dalla LUISS University Press nella collana Working Paper.
Deposited by: Alessandro Perfetti
Date Deposited: 23 Mar 2020 13:48
Last Modified: 24 Aug 2020 09:05
URI: https://tesi.luiss.it/id/eprint/26048

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