Market portfolio selection when using the capital asset pricing model
β Scribed by Cornelius A. Hofman
- Publisher
- Springer US
- Year
- 1998
- Tongue
- English
- Weight
- 77 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1083-0898
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## Abstract In this article, using a theoretical model and empirical analysis, we show how multinational corporations (MNCs) can utilize the fundamentals of the Capital Assets Pricing Model (CAPM) to formulate a strategic risk management in a global economy. We show that MNCs with branches all over