A FUNDAMENTALS ASSET PRICING MODEL:
MEASURING DIFFERENCES BETWEEN FIRMS IN THE UK MARKET

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A FUNDAMENTALS ASSET PRICING MODEL: MEASURING DIFFERENCES BETWEEN FIRMS IN THE UK MARKET

In light of the financial crisis in 2007, there is an obvious issue with the current asset pricing models being used in risk assessment today. The CAPM, which is used by over 70% of firms, has a known number of anomalies and mispricing. An alternative asset pricing model which is currently under res...

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Bibliographic Details
Main Author:	Gradwell, Matthew
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25888/

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