TESTING OF CAPITAL ASSET PRICING MODEL: AN EMPIRICIAL ANALYSIS BASED ON THE SHANGHAI AND HONG KONG STOCK MAEKETS

The CAPM model attempts to represent people's complex investment decisions through a series of rigorous assumptions about the real stock market. The CAPM model attempts to express people's complex investment decisions in terms of numerically calculated utility values. However, the conditio...

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Bibliographic Details
Main Author: Tian, Xinqi
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2022
Online Access:https://eprints.nottingham.ac.uk/68062/