CAPM: Theoretical formulation, Empirical evidence and Interpretation – Ing. Glory Ojone Haruna
Ing. Glory Ojone Haruna
Master's thesis
CAPM: Theoretical formulation, Empirical evidence and Interpretation
CAPM: Theoretical formulation, Empirical evidence and Interpretation
Abstract:
The capital asset pricing model (CAPM) is an important model in the field of finance. It is one of the simplest and highly revered models in finance. It explains variations in the rate of return on a security as a function of the rate of return on a portfolio consisting of all publicly traded stocks, which is called the market portfolio. The capital asset pricing model provides a formula that calculates …moreAbstract:
The capital asset pricing model (CAPM) is an important model in the field of finance. It is one of the simplest and highly revered models in finance. It explains variations in the rate of return on a security as a function of the rate of return on a portfolio consisting of all publicly traded stocks, which is called the market portfolio. The capital asset pricing model provides a formula that calculates …more
Language used: English
Date on which the thesis was submitted / produced: 12. 5. 2017
Identifier:
https://is.muni.cz/th/xdamu/
Thesis defence
- Date of defence: 19. 6. 2017
- Supervisor: Ing. Dagmar Linnertová, Ph.D.
- Reader: Ing. Galina Deeva
Citation record
ISO 690-compliant citation record:
HARUNA, Glory Ojone. \textit{CAPM: Theoretical formulation, Empirical evidence and Interpretation}. Online. Master's thesis. Brno: Masaryk University, Faculty of Economics and Administration. 2017. Available from: https://theses.cz/id/xick00/.
Full text of thesis
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Published in Theses:- světu
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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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