Zpět na vyhledávání

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
 

Keywords

CAPM APT empirical test time-series regression analysis beta coefficient security market line risk factors factor loading.
 
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

Cite this text

Full text of thesis

Contents of on-line thesis archive
Published in Theses:
  • světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakulta
Složka Reference to the local database directory of the institution