Información General

• Autores: Ana María Gallego Merino, Joaquín Juan Marhuenda Fructuoso, Juan Carlos Gómez Sala
• Editores: Instituto Valenciano de Investigaciones Económicas (IVIE)
• Año de publicación: 1992
• País: España
• Idioma: español
• ISBN: 84-482-0084-5
• Enlaces
  • Texto Completo Libro (pdf)

Resumen

• The aim of this paper consists mainly of analyzing if the aggregated behaviour ofinvestors in the Spanish capital market corresponds with the risk-return relationshiphypothesized by CAP models. In our country little empirical work has been done usinggrouping of assets in portfolios. Different tests using two altemative rnethodologies arecanied out: the already mentioned "approach using grouping of portfolios" (Black-Jensen-Scholes, 1972) and the "perspective of individual assets" as raised by Litzemberger-Ramaswamy (1979).

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