Ing. Bana Musharbash
Master's thesis
A comparison between CAPM and APT
A comparison between CAPM and APT
Abstract:
This work is dedicated to the study of the Capital Asset Pricing Model and the Arbitrage Pricing Theory model. The first part is the theoretical one; which describes the theoretical background of each model and illustrates their mathematical derivations, then previous empirical tests performed on the models as well as some of their alternative versions are discussed. The practical part describes the …more
Language used: English
Date on which the thesis was submitted / produced: 13. 5. 2016
Identifier:
https://is.muni.cz/th/qw35q/
Thesis defence
- Date of defence: 20. 6. 2016
- Supervisor: Ing. Dagmar Linnertová, Ph.D.
- Reader: Ing. Bc. Jana Hvozdenská
Citation record
Full text of thesis
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Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Finance and Accounting / Finance (eng.)
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