Moßhammer / Danzl / Altenberger Capital Asset Pricing Model (CAPM). A Case Study
1. Auflage 2015
ISBN: 978-3-656-88787-4
Verlag: GRIN Publishing
Format: PDF
Kopierschutz: 0 - No protection
E-Book, Englisch, 14 Seiten
ISBN: 978-3-656-88787-4
Verlag: GRIN Publishing
Format: PDF
Kopierschutz: 0 - No protection
Seminar paper from the year 2015 in the subject Business economics - Investment and Finance, grade: 1,00, University of Innsbruck (Department of Banking and Finance), course: Proseminar: Financial Management, language: English, abstract: The purpose of this paper is to do empirical research on the capital asset pricing model. The bases of our research are the returns of three stocks, the S&P 500 index which represents the market and the LIBOR as a proxy for the risk-free interest rate. The three companies that were chosen in this paper were Kellogg Company, KB Financial Group Inc. and Kate Spade & Company and all of them in combination represent our fictive market.