Kielelezo cha bei ya mali hatarishi (CAPM)
Kielelezo cha bei ya mali hatarishi (CAPM), kilichoendelezwa na William Sharpe na John Lintner katikati ya miaka ya 1960, huunganisha matarajio ya mapato ya mali na hatari yake ya mfumo, inayopimwa na beta. Kinadai kuwa katika usawa wa soko, wawekezaji hulipwa tu kwa hatari ambayo haiwezi kutawanywa: matarajio ya ziada ya mapato ya mali ni sawia na matarajio ya ziada ya mapato ya soko, huku beta ikiwa ni kiwango cha uwiano. CAPM huunda msingi wa gharama ya hisa, ulinganishaji wa utendaji, na idadi kubwa ya utafiti wa bei za mali.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- Sharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. The Journal of Finance, 19(3), 425–442. DOI: 10.1111/j.1540-6261.1964.tb02865.x ↗
- Lintner, J. (1965). The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. The Review of Economics and Statistics, 47(1), 13–37. DOI: 10.2307/1924119 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). Capital Asset Pricing Model. ScholarGate. https://scholargate.app/sw/finance/capm
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Mfumo wa Hatari wa Vipengele (Fama-French, APT)Fedha↔ compare
- Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)Ekonometriki↔ compare
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