Multi-factor asset pricing model : a local context.

• Main Authors: Goh, Doyson Wei Ming., Leong, Mun Chun., Lim, Jek Khang.
• 其他作者: Foo-Heah, Wendy Tin See
• 格式: Final Year Project
• 出版: 2008
• 主題: DRNTU::Business::Finance::Investments
• 在線閱讀: http://hdl.handle.net/10356/10989
• 機構: Nanyang Technological University

The objective of this Applied Research Project is to evaluate the performance of a multi-asset pricing model versus the traditional single-index Capital Asset Pricing Model (CAPM). Our aim is to provide investors with a more robust tool in which to analyse potential security investments and to incre...