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Capital assets pricing model. --- Finance --- Investments --- Modèle de fixation du prix des actifs --- Finances --- Investissements --- Mathematical models. --- Modèles mathématiques --- AA / International- internationaal --- 305.970 --- 305.91 --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Modèle de fixation du prix des actifs --- Modèles mathématiques --- Capital assets pricing model --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Mathematical models