Multi-factor asset pricing model : a local context.

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...

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Main Authors:	Goh, Doyson Wei Ming., Leong, Mun Chun., Lim, Jek Khang.
Other Authors:	Foo-Heah, Wendy Tin See
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Investments
Online Access:	http://hdl.handle.net/10356/10989
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-10989
record_format	dspace
spelling	sg-ntu-dr.10356-109892023-05-19T05:41:39Z Multi-factor asset pricing model : a local context. Goh, Doyson Wei Ming. Leong, Mun Chun. Lim, Jek Khang. Foo-Heah, Wendy Tin See Nanyang Business School DRNTU::Business::Finance::Investments 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 increase the quality of investment decision making. 2008-09-24T07:49:46Z 2008-09-24T07:49:46Z 1999 1999 Final Year Project (FYP) http://hdl.handle.net/10356/10989 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Investments
spellingShingle	DRNTU::Business::Finance::Investments Goh, Doyson Wei Ming. Leong, Mun Chun. Lim, Jek Khang. Multi-factor asset pricing model : a local context.
description	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 increase the quality of investment decision making.
author2	Foo-Heah, Wendy Tin See
author_facet	Foo-Heah, Wendy Tin See Goh, Doyson Wei Ming. Leong, Mun Chun. Lim, Jek Khang.
format	Final Year Project
author	Goh, Doyson Wei Ming. Leong, Mun Chun. Lim, Jek Khang.
author_sort	Goh, Doyson Wei Ming.
title	Multi-factor asset pricing model : a local context.
title_short	Multi-factor asset pricing model : a local context.
title_full	Multi-factor asset pricing model : a local context.
title_fullStr	Multi-factor asset pricing model : a local context.
title_full_unstemmed	Multi-factor asset pricing model : a local context.
title_sort	multi-factor asset pricing model : a local context.
publishDate	2008
url	http://hdl.handle.net/10356/10989
_version_	1770565573205295104

Multi-factor asset pricing model : a local context.

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