Empirical Evidence on Security Returns
About the Lecture
The lecture Empirical Evidence on Security Returns by Edu Pristine is from the course Archiv - Risk Management & Investment Management. It contains the following chapters:
- AIM Statements
- Relationship implied in the CRM
- Capital Asset Pricing Model
- Test of CAPM
- Security Characteristic Line (SCL)
- Security Market Line (SML)
- Two Stage Procedure
- Roll's Critique
- Expansion of Roll's Critique
- Methodologies for Correcting Meassurement Error in Beta
- Human Capital and Cyclical Variation in Asset Beta
- Tests of Multifactor CAPM and APT
- Fama-French three-factor Model
- Models used to measure the impact of Liquidity
- Equity Premium Puzzle
Author of lecture Empirical Evidence on Security Returns
Edu Pristine
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