The strength and usefulness of CAPM before and after the Global Financial Crisis
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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.
创建时间：
2020-11-12
