Testing the linear relationship of the capital asset pricing model evidence from developed markets - by Jad Zouheir Nohra
Abstract
The main purpose of the project is to relate the risk of assets to their expecte d returns (mainly assets that are traded on a handful of developed markets, incl uding US, Japanese, French, and German exchanges). In order to do so, we refer t o the Capita
Description
Project (M.A.F.E.)--American University of Beirut, Dept. of Economics, 2007.;"Advisor : Dr. Simon Neaime, Associate Professor, Department of Economics--First Reader : Dr. Marcus Marktanner, Assistant Professor, Department of Economics."
Bibliography : leaf 66.
Bibliography : leaf 66.