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Portfolio Management

P/F/219. Validity of the Capital Asset Pricing Model, Portfolio Theory and American Put and Call option

WORDS:
4500
DATE:
2004
PRICE:
49.99 GBP

The paper constructs and investigates the validity of the Capital Asset Pricing Model, Portfolio Theory and evaluates the value of an American Put and Call option basing on ten stocks (BAE Systems, BP Plc, British Airways Plc, The British Land Company Plc, Centrica Plc, GlaxoSmithKline Plc, Marks & Spencer Group Plc, The Sage Group Plc, Tesco Plc, Vodafone Group Plc) from a stock market and gather data on their respective monthly prices, dividend yields and market values

 

KEYWORDS: f, validity, capital, asset, pricing, model, portfolio, theory, american, call, option,

 
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