"CAPM" - Selaus asiasanan mukaan Opinnäytetyöt (Avoin kokoelma)
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An analysis of investing in U.S. equities with the application of quantitative factor portfolios
(2019)This study aimed to examine the potential of applying factors of the modern asset pricing models to automated long-term portfolio management in the U.S. context. Specifically, the factors of Fama and French’s Three-factor ... -
Study of Capital Asset Pricing Model in Nordic Stock Market
(2019)This study focused on studing the impacts of using CAMP in estimating the performance of the Nordic stock market. Random sampling was used and a total of 35 companies were selected for the case study. CAPM formula, as ...