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C/F/1141. Dissertation. Alternative Risk and Return Models vs. Traditional CAPM Model: Case of Walt Disney
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- 10350
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- DATE:
- 2011
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- 109.99 GBP
The dissertation examines the relationship between risk and return evaluating the effectiveness of the capital asset pricing model (CAPM) against alternative risk-return models. Literature is reviewed on the use of CAPM, Arbitrage Pricing Model (APM) and Fama-French Three Factor Model (Fama & French). A case study of Walt Disney is conducted performing price modelling of the company’s returns along the lines of the three models. The methods of the study include the use of the Modigliani and Miller (MM) theorem for a perfect market. Conclusions are made about the reliability of CAPM in the estimation of the risk-return relationship as compared to Fama & French and APT models.
Proposal matching this Dissertation is also available on our website under the name: C/F/753. Proposal. Alternative risk and return models vs. traditional CAPM: case study of Disney
Dissertation + Proposal matching this Dissertation is also available on our website under the name:C/F/1142. Dissertation + Proposal. Alternative Risk and Return Models vs. Traditional CAPM Model: Case of Walt Disney
KEYWORDS: Dissertatioin, Walt Disney, Risk and Return, capital asset pricing model, CAPM, Fama & French, Arbitrage Pricing Model, APM,
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I recieved the document. Delivery was prompt and literature very helpfull.Kirk
