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............................................................................................................................... 22
........................................................................................................................... 25


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Bhatnagar, Chandra Shekhar, Riad Ramlogan: The Capital Asset Pricing Model
Versus the Three Factor Model: A United Kingdom Perspective, 2000
Damodaran, Aswath. Country Default Spreads and Risk Premiums, January 2012
, . OLS ,
-
, ,
, 2010.
, . Primjena Markowitzeve teorije na trziste dionica Zagrebacke
burze. , 2008
, , , . , . -
, , 2006.
Merton, Robert C.. An Intertemporal Capital Asset Pricing Model. //
Econometrica. 41, 5 ( 1973)
, . ,
, , 2010.
, .
. // Acta Economica. V, 7
Fama, Eugene F. and Kenneth R. French. The Capital Assets Pricing Model:
Theory and Evidence. // Journal of Economic Perspectives. 18, 3

:
1.
2.
3.
4.
5.
6.

http://anymatters.webs.com/capm.htm 16.08.2012.
http://aswathdamodaran.blogspot.com/2009/02/can-betas-be-negative-and-otherwell.html 15.08.2012.
http://www.blberza.com 20.06-22.08. 2012.
http://www.ehow.com/info_8664284_relationship-expected-return-positive-beta.html
05.08.2012.
http://www.investopedia.com/terms/c/capm.asp 04.07.2012.
http://knowledgebase.abcquant.com 15.06.2012.

26