Multi-factor asset pricing model : a local context.

• 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
• Institution: 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...