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

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posted on 12.11.2020, 06:24 by Ben-Frederick Burger
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.

History

Department/Unit

Economic and Management sciences

Contact Details

Ben Frederick Burger u04538812@tuks.co.za

Licence

Exports