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The capital asset pricing model vs. the arbitrage pricing theory estimating stock returns - by Karim Saadallah Shalak
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| dc.contributor.author | Shalak, Karim Saadallah |
| dc.date.accessioned | 2012-06-13T07:10:36Z |
| dc.date.available | 2012-06-13T07:10:36Z |
| dc.date.issued | 2007 |
| dc.identifier.uri | http://hdl.handle.net/10938/7406 |
| dc.description | Project (M.A.F.E.)--American University of Beirut, Dept. of Economics, 2007. |
| dc.description | Bibliography : leaves 74-76. |
| dc.description.abstract | Two of the most important and well known models for predicting equity returns ar e the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT). This project will first examine and compare these two models theoretically fro m all aspects |
| dc.format.extent | x, 76 leaves : ill. (some col.) 30 cm. |
| dc.language.iso | eng |
| dc.relation.ispartof | Theses, Dissertations, and Projects |
| dc.subject.classification | Pj:001419 AUBNO |
| dc.subject.lcsh | Capital assets pricing model |
| dc.subject.lcsh | Arbitrage |
| dc.subject.lcsh | Equity |
| dc.title | The capital asset pricing model vs. the arbitrage pricing theory estimating stock returns - by Karim Saadallah Shalak |
| dc.type | Project |
| dc.contributor.department | American University of Beirut. Faculty of Arts and Sciences. Department of Economics |
