Essays about: "CAPM and portfolio theory"

Showing result 16 - 17 of 17 essays containing the words CAPM and portfolio theory.

1. 16. Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate

   University essay from Handelshögskolan vid Umeå universitet

   Author : Ackis Grammenidis; Anna Fattor; [2009]
   Keywords : Capital Asset Pricing Model; Risk-free interest rate; Portfolio Theory; Empirical Test on CAPM; Arbitrage Pricing Theory; Stock’s prices;

   Abstract : 1.3. Research Questions. With this in mind, the research questions of this work are: 1. READ MORE

3. 17. Stockperformance indicators post recession : - A Study of valuation tools and strategies during recovery

   University essay from Handelshögskolan vid Umeå universitet

   Author : Sergey Kazachenko; Diana Paz; [2009]
   Keywords : Valuation tools; investment management; P E ratio and CAPM; stock market performance; portfolio management; Market efficiency theory; Discounted Cash flow model;

   Abstract : Problem:   What are the most useful techniques to indicate the stocks that will outperform the market 12 month post the recession period?  Purpose:  The purpose is to find out which method(s): P/B, EV/EBIT, level of debt and so on, will offer investors the highest returns on the investments post the recession period based on the example of the IT crisis of 2000/2001.  Method:  Quantitative study, covering the Swedish OMX Index from 2001 until December 2002. READ MORE