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Financial Management Dissertations

P/F/306. Bachelor Dissertation. Analysing capital markets: CAPM and 3FM models

WORDS:
7000
DATE:
2004
PRICE:
79.99 GBP

The paper analyses the UK Financial Times Stock (FTSE) 100 Index over the past decade using the capital asset pricing model (CAMP) and the three-factor model (3FM). The review of literature provides information on stock market studies and development of CAMP highlighting market anomalies. The methods of empirical analysis and data selection criteria for testing the models are described. Conclusions are made about the accuracy of each model.

 

KEYWORDS: f, bachelor, dissertation, analysing, capital, markets, capm, fm, models,