"3"^^ . "[DA2929619565]" . "CAPM validity on the US stock market"@en . . . "1802-8527" . "3"^^ . . "P\u0159\u00EDsp\u011Bvek je zam\u011B\u0159ena na model oce\u0148ov\u00E1n\u00ED kapit\u00E1lov\u00FDch aktiv (CAPM) a jeho implementaci na americk\u00E9m akciov\u00E9m trhu. Schopnost CAPM stanovit v\u00FDnosnosti u jednotliv\u00FDch akci\u00ED byla empiricky testov\u00E1na na historick\u00FDch datech vybran\u00FDch spole\u010Dnost\u00ED. P\u0159\u00EDmka cenn\u00E9ho pap\u00EDru (SML) byla pou\u017Eita na z\u00EDskan\u00E1 data na r\u016Fzn\u011B dlouh\u00FDch investi\u010Dn\u00EDch horizontech (periody 1,3,5 a 10 let). V\u00FDsledky uk\u00E1zaly, \u017Ee koeficient beta je nedostate\u010Dn\u00FD k vysv\u011Btlen\u00ED v\u00FDnosnost\u00ED jednotliv\u00FDch aktiv a vazba systematick\u00E9ho rizika a v\u00FDnosu je slab\u00E1." . . . "52919" . . "P\u0159\u00EDsp\u011Bvek je zam\u011B\u0159ena na model oce\u0148ov\u00E1n\u00ED kapit\u00E1lov\u00FDch aktiv (CAPM) a jeho implementaci na americk\u00E9m akciov\u00E9m trhu. Schopnost CAPM stanovit v\u00FDnosnosti u jednotliv\u00FDch akci\u00ED byla empiricky testov\u00E1na na historick\u00FDch datech vybran\u00FDch spole\u010Dnost\u00ED. P\u0159\u00EDmka cenn\u00E9ho pap\u00EDru (SML) byla pou\u017Eita na z\u00EDskan\u00E1 data na r\u016Fzn\u011B dlouh\u00FDch investi\u010Dn\u00EDch horizontech (periody 1,3,5 a 10 let). V\u00FDsledky uk\u00E1zaly, \u017Ee koeficient beta je nedostate\u010Dn\u00FD k vysv\u011Btlen\u00ED v\u00FDnosnost\u00ED jednotliv\u00FDch aktiv a vazba systematick\u00E9ho rizika a v\u00FDnosu je slab\u00E1."@cs . "N\u011Bme\u010Dek, Jaroslav" . . "RIV/62156489:43110/14:00203927" . "14"^^ . . "Validita modelu CAPM na akciov\u00E9m trhu USA"@cs . "Trendy ekonomiky a managementu" . . . "\u0160ir\u016F\u010Dek, Martin" . . "CAPM validity on the US stock market"@en . . "Validita modelu CAPM na akciov\u00E9m trhu USA"@cs . "RIV/62156489:43110/14:00203927!RIV15-MSM-43110___" . "Validita modelu CAPM na akciov\u00E9m trhu USA" . "8" . . "Validita modelu CAPM na akciov\u00E9m trhu USA" . "S" . . "The paper is focused on the Capital Asset Pricing Model (CAPM) and its implementation into American Stock Market. The thesis attempts to empiri-cally test the validity of the CAPM to estimate individual stock returns based on historical stock data of selected companies. Security Market Line (SML) was used on the data collected from a wide range of investment horizons (periods of 1, 3, 5, and 10 years). The results show that the coefficient beta is incapable of explaining returns of single assets and the relation between systematic risk and expected return is weak."@en . "market portfolio; CAPM; portfolio theory"@en . . . "43110" . "\u0160oba, Old\u0159ich" . "18" . "CZ - \u010Cesk\u00E1 republika" .