Evaluation and Analysis The CAPM and APT Models in Spanish Stock Market
Based on many previous studies about the assets pricing models and theories, the author makes a further development and research with the Spanish stock market. In this paper, the risk coefficient Beta is calculated and the square of Beta, kurtosis and skewness, total risk and unique risk are involve...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2012
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| Online Access: | https://eprints.nottingham.ac.uk/25794/ |