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The capital asset pricing model versus the Three Factor Model : a United Kingdom perspective

By:

Bhatnagar, Chandra Shekhar

Material type: Text

TextPublication details: [UWI] [St. Augustine]TT 2009Description: 27 pAction note:

2/26/10 JOYD

Summary: Provides an out-of-sample perspective to the work of Fama and French (1996, 2006). Uses multiple regression to compare the performance of the Capital Asset Pricing Model (CAPM), a spilt sample CAPM and the Three Factor Model in explaining observed stock returns and value premium effects in the United Kingdom market.

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Item type	Current library	Call number	Status	Barcode
Monograph	CARICOM Documentation Centre	11.02.02 I615bh (Browse shelf(Opens below))	Available	0000000028688

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Provides an out-of-sample perspective to the work of Fama and French (1996, 2006). Uses multiple regression to compare the performance of the Capital Asset Pricing Model (CAPM), a spilt sample CAPM and the Three Factor Model in explaining observed stock returns and value premium effects in the United Kingdom market.