The Capital Asset Pricing Model
Publisher: Bookboon
Published: 2013
ISBN-13: 9788740306255
Table of contents: title: Sisältö; title: The Beta Factor; title: Introduction; title: Beta, Systemic Risk and the Characteristic Line; title: The Mathematical Derivation of Beta; title: The Security Market Line; title: Summary and Conclusions; title: Selected References; title: The Capital Asset Pricing Model (CAPM); title: Introduction; title: The CAPM Assumptions; title: The Mathematical Derivation of the CAPM; title: The Relationship between the CAPM and SML; title: Criticism of the CAPM; title: Summary and Conclusions; title: Selected References; title: Capital Budgeting, Capital Structure and the CAPM; title: Introduction; title: Capital Budgeting and the CAPM; title: The Estimation of Project Betas; title: Capital Gearing and the Beta Factor; title: Capital Gearing and the CAPM; title: Modigliani-Miller and the CAPM; title: Summary and Conclusions; title: Selected References; title: Arbitrage Pricing Theory and Beyond; title: Introduction; title: Portfolio Theory and the CAPM; title: Arbitrage Pricing Theory (APT); title: Summary and Conclusions; title: Selected References; title: Appendix 58