The strength and usefulness of CAPM before and after the Global Financial Crisis
收藏DataCite Commons2020-11-12 更新2025-04-17 收录
下载链接：
https://researchdata.up.ac.za/articles/dataset/The_strength_and_usefulness_of_CAPM_before_and_after_the_Global_Financial_Crisis/13222064/1
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资源简介：
Creation of portfolios based on different industries and market capitalization to determine the accuracy of the CAPM before and after the Global Financial Crisis.<br>Investigating if different forms of calculating betas for portfolios can increase/decrease the accuracy of the CAPM.<br><br>Calculation of betas.<br>Kolmogorov smirnov test, Normality, T-tests and descriptive statistics.
提供机构：
University of Pretoria
创建时间：
2020-11-12
