Resumo

GARCIA PADRON, Yaiza  e  GARCIA BOZA, Juan. REVISIÓN BIBLIOGRÁFICA DE LA EVIDENCIA EMPÍRICA DE LOS MODELOS MULTIFACTORIALES DE VALORACIÓN DE ACTIVOS FINANCIEROS. Cuad. Econ. [online]. 2006, vol.25, n.44, pp.197-224. ISSN 0121-4772.

In the financial literature there are many authors who consider that, in the valuation of financial assets, rather than considering a single source of risk, a multifactorial risk perspective should be adopted, as opposed to the arguments of the CAPM model. This article reviews the empirical evidence with respect to the application of multifactorial models of the valuation of financial assets and shows the principal results obtained.

Palavras-chave : valuation models; risk factors.

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