PERBANDINGAN AKURASI CAPITAL ASSET PRICING MODEL(CAPM) DAN ARBITRAGE PRICING THEORY (APT) DALAM MEMPREDIKSI PENDAPATAN SAHAM DI BURSA EFEK JAKARTA
| Main Author: | MUHAMAD SYAICHU, 099712828 M |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | ind |
| Terbitan: |
, 2000
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| Subjects: | |
| Online Access: |
http://repository.unair.ac.id/91654/1/KK%20TE%2015-01%20Sya%20p%20ABSTRAK.pdf http://repository.unair.ac.id/91654/2/KK%20TE%2015-01%20Sya%20p%20DAFTAR%20ISI.pdf http://repository.unair.ac.id/91654/3/KK%20TE%2015-01%20Sya%20p%20DAFTAR%20PUSTAKA.pdf http://repository.unair.ac.id/91654/4/KK%20TE%2015-01%20Sya%20p.pdf http://repository.unair.ac.id/91654/ http://lib.unair.ac.id |
Daftar Isi:
- Financial economist have developed a number of approach for measuring and pricing risk. The best known is the Capital Asset Pricing Model (CAPM) proposed by William Sharp and John Lintner The appeal of this model lies in its postulation of a simple. measurable relationship between risk and expected return It describes the required of expected return on real asset or security as the sum of return on a risk-free instrument and premium for risk.