Empirical Evidence on Security Returns
Über den Vortrag
Der Vortrag „Empirical Evidence on Security Returns“ von Edu Pristine ist Bestandteil des Kurses „Archiv - Risk Management & Investment Management“. Der Vortrag ist dabei in folgende Kapitel unterteilt:
- 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
Dozent des Vortrages Empirical Evidence on Security Returns
Edu Pristine
Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
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