Financial risk management testing the CAPM of Citigroup stocks - by Lara Nadim Bejjani
Abstract
The main purpose of the paper is to relate the risk of assets to their expected returns. In order to do so, we refer to the Capital Asset Pricing Model (CAPM) w hich consists of relating the risk of an asset to its expected return by compari ng it to the
Description
Project (M.A.F.E.)--American University of Beirut, Dept. of Economics, 2009.;"First Reader : Dr. Simon Neaime, Professor , Department of Economics--Second Reader : Dr. Leila Dagher, Assistant Professor , Department of Economics."
Bibliography : leaf 73.
Bibliography : leaf 73.