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حسابداری و مالی::
مدل قیمت گذاری دارایی سرمایه ای، مدل قیمتگذاری دارایی سرمایهای
The most widely accepted and used method of calculating the cost of equity for a firm today is the capital asset pricing model (CAPM).
CAPM defines the cost of equity to be the sum of a risk-free interest component and a firm-specific spread, over and above that risk-free com- ponent, as seen in the following formula:
The key component of CAPM is beta (bj), the measure of systematic risk.
CAPM analysis assumes that the required return estimated is an indication of what more is necessary to keep an investor's capital invested in the equity considered.
If the equity's return does not reach the expected return, CAPM assumes that individual investors will liquidate their holdings.،capital asset pricing model (CAPM) assumes the variable is the overall
Fama and French (1993) expanded on the CAPM by adding
models such as the capital asset pricing model (CAPM) (Treynor, 1962
;the CAPM and the EMH was a catalyst for Tversky andKahneman (1974)
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