FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER

DAĞLI, Hüseyin; BANK, SEMRA

FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER

Semra BANK, (Karadeniz Teknik Üniversitesi)

Hüseyin DAĞLI (Karadeniz Teknik Üniversitesi)

Gümüşhane Üniversitesi Sosyal Bilimler Dergisi

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Yıl: 2013 Cilt: 4 Sayı: 8 Sayfa Aralığı: 180 - 205 Metin Dili: Türkçe İndeks Tarihi: 29-07-2022

FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER

Öz:

Bu çalışmada, sırasıyla, finans teorisinde risk ve beklenen getiri arasındaki ilişkiyi açıklamaya yönelik olarak kullanılan en yaygın model olan Finansal Varlık Fiyatlandırma Modeli'nin (FVFM), bu modelin ilk ampirik testlerinin, bu modeli takiben ortaya çıkan yeni modellerin ve FVFM'nden farklı olarak varlık fiyatlandırmasına yeni değişkenler dahil eden çalışmaların ayrıntılı bir açıklaması yapılmaktadır. Böylelikle, çalışma, bir taraftan FVFM'nin diğer varlık fiyatlandırma modelleri ile birlikte değerlendirilmesine imkan tanımakta, diğer taraftan ise, FVFM'nin ampirik başarısızlığını vurgulamaya çalışmaktadır

Anahtar Kelime:

Konular: Tarih

CAPITAL ASSET PRICING MODEL AND FOLLOWING DEVELOPMENTS

Öz:

In this study, a detailed explanation of CAPM which is the most common model used for explaining of relationship between risk and expected return in financial theory, early tests of this model, new models following this model and studies that include new variables in asset pricing different from CAPM is provided, respectively. In this way, on the one hand, this study enable the assessment of CAPM together with other asset pricing models, and on the other hand, it emphasizes empirical failure of CAPM

Anahtar Kelime:

Konular: Tarih

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık

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APA	BANK S, DAĞLI H (2013). FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER. , 180 - 205.
Chicago	BANK SEMRA,DAĞLI Hüseyin FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER. (2013): 180 - 205.
MLA	BANK SEMRA,DAĞLI Hüseyin FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER. , 2013, ss.180 - 205.
AMA	BANK S,DAĞLI H FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER. . 2013; 180 - 205.
Vancouver	BANK S,DAĞLI H FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER. . 2013; 180 - 205.
IEEE	BANK S,DAĞLI H "FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER." , ss.180 - 205, 2013.
ISNAD	BANK, SEMRA - DAĞLI, Hüseyin. "FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER". (2013), 180-205.

APA	BANK S, DAĞLI H (2013). FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER. Gümüşhane Üniversitesi Sosyal Bilimler Dergisi, 4(8), 180 - 205.
Chicago	BANK SEMRA,DAĞLI Hüseyin FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER. Gümüşhane Üniversitesi Sosyal Bilimler Dergisi 4, no.8 (2013): 180 - 205.
MLA	BANK SEMRA,DAĞLI Hüseyin FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER. Gümüşhane Üniversitesi Sosyal Bilimler Dergisi, vol.4, no.8, 2013, ss.180 - 205.
AMA	BANK S,DAĞLI H FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER. Gümüşhane Üniversitesi Sosyal Bilimler Dergisi. 2013; 4(8): 180 - 205.
Vancouver	BANK S,DAĞLI H FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER. Gümüşhane Üniversitesi Sosyal Bilimler Dergisi. 2013; 4(8): 180 - 205.
IEEE	BANK S,DAĞLI H "FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER." Gümüşhane Üniversitesi Sosyal Bilimler Dergisi, 4, ss.180 - 205, 2013.
ISNAD	BANK, SEMRA - DAĞLI, Hüseyin. "FİNANSAL VARLIK FİYATLANDIRMA MODELİ VE SONRASINDAKİ GELİŞMELER". Gümüşhane Üniversitesi Sosyal Bilimler Dergisi 4/8 (2013), 180-205.