The strength and usefulness of CAPM before and after the Global Financial Crisis

Creation of portfolios based on different industries and market capitalization to determine the accuracy of the CAPM before and after the Global Financial Crisis.Investigating if different forms of calculating betas for portfolios can increase/decrease the accuracy of the CAPM.Calculation of betas.Kolmogorov smirnov test, Normality, T-tests and descriptive statistics.

构建基于不同行业和市值的投资组合，以评估全球金融危机前后资本资产定价模型（CAPM）的准确性。探讨不同形式的计算投资组合贝塔系数的方法是否能提高或降低CAPM的准确性。贝塔系数的计算。进行柯尔莫哥洛夫-斯米尔诺夫检验、正态性检验、t检验和描述性统计分析。