Essays about: "capm testing"

Showing result 6 - 10 of 20 essays containing the words capm testing.

  1. 6. TESTING THE CAPM AND THE FAMA-FRENCH 3-FACTOR MODEL ON U.S. HIGH-TECH STOCKS

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ville Kari; Steffen Gausselmann; [2017]
    Keywords : CAPM; Fama-French Three-Factor Model; U.S. high-tech stocks; Business and Economics;

    Abstract : This master’s thesis tests the capital asset pricing model (CAPM) and the Fama-French 3-factor model (FF3FM) for the U.S. high-tech industry. For a total sample of 120 U. READ MORE

  3. 7. Testing CAPM for the Swedish Stock Market In Order to Capture the Price Expectations - A Comparison Between Conditional CAPM, and Unconditional CAPM

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Åsa Grek; Abdi Jimaale; [2016]
    Keywords : ;

    Abstract : .... READ MORE

  4. 8. Multi-Factor Extensions of the Capital Asset Pricing Model: An Empirical Study of the UK Market

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Calum Johnson; [2015]
    Keywords : Asset Pricing Models; Portfolio Theory; Applied Mathematics; Finance; CAPM; Equities; UK;

    Abstract : The point of this thesis is to compare classic asset pricing models using historic UK data. It looks at three of the most commonly used asset pricing models in Finance and tests the suitability of each for the UK market. READ MORE

  5. 9. Utnyttjar Svenska börsbolag diskonteringsräntan opportunistiskt vid nedskrivningsprövning av goodwill?

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Niklas Norstedt; Stefan Levin; [2014]
    Keywords : Goodwill; Impairment test; Discount rate; IFRS; Opportunism; Business and Economics;

    Abstract : Syftet med studien är att analysera huruvida Svenska börsbolag agerar opportunistiskt när man väljer diskonteringsränta för nedskrivningsprövning av goodwill genom en jämförelse med teoretiska diskonteringsräntor framräknade enligt CAPM.... READ MORE

  6. 10. Empirical Researches of the Capital Asset Pricing Model and the Fama-French Three-factor Model on the U.S. Stock Market

    University essay from Akademin för ekonomi, samhälle och teknik

    Author : Dingquan Miao; Xin Yi; [2013]
    Keywords : expected return and risk; single-factor CAPM; Fama-French three-factor model; OLS regression;

    Abstract : The aim of this paper is to use the US stock market index to construct different portfolios and test the possible differences in the validity between the capital asset pricing model (CAPM) and the Fama and French three-factor model for the US market. We perform a comprehensive analysis of the two models, and form risk factors that are applied with advanced methods from recent literatures. READ MORE