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Portfolio Management
S/F/306. An examination of financial modeling: Capital Asset Pricing Model and the Market Model
- WORDS:
- 2900
- DATE:
- 2011
- PRICE:
- 29.99 GBP
This paper examines the Capital Asset Pricing Model (CAPM) and the Market Model. The paper presents a review of literature that focuses on CAPM and the arbitrage pricing theory (APT). The paper then discusses topics like estimated beta, and examines the effect that the Incorrect specification of the market portfolio and the investor’s portfolio size has on beta estimates.
KEYWORDS: Capital Asset Pricing Model, Market Model, CAPM, market model, arbitrage pricing theory, APT, beta, market portfolio, investor portfolio,
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