Estimation of the risk-free rate in model with deficiencies

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Reference no: EM132039871

Considering the importance of CAPM, extensive empirical testing of the model, and the critique of the CAPM by Richard Roll, please discuss the meaning and estimation of the risk-free rate in the model with deficiencies, implications of thereof, and possible remedies (for example extension of the models), support your arguments with reference to the key papers published in the field related to testing of CAPM.

Reference no: EM132039871

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