The Capital Asset Pricing Model
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788740306255
Table of contents: title: Content; title: 1. The Beta Factor; title: Introduction; title: 1.1. Beta, Systemic Risk and the Characteristic Line; title: 1.2. The Mathematical Derivation of Beta; title: 1.3. The Security Market Line; title: Summary and Conclusions; title: Selected References; title: 2. The Capital Asset Pricing Model (CAPM); title: Introduction; title: 2.1. The CAPM Assumptions; title: 2.2. The Mathematical Derivation of the CAPM; title: 2.3. The Relationship between the CAPM and SML; title: 2.4. Criticism of the CAPM; title: Summary and Conclusions; title: Selected References; title: 3. Capital Budgeting, Capital Structure and the CAPM; title: Introduction; title: 3.1. Capital Budgeting and the CAPM; title: 3.2. The Estimation of Project Betas; title: 3.3. Capital Gearing and the Beta Factor; title: 3.4. Capital Gearing and the CAPM; title: 3.5. Modigliani-Miller and the CAPM; title: Summary and Conclusions; title: Selected References; title: 4. Arbitrage Pricing Theory and Beyond; title: Introduction; title: 4.1. Portfolio Theory and the CAPM; title: 4.2. Arbitrage Pricing Theory (APT); title: Summary and Conclusions; title: Selected References; title: 5. Appendix 58