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| Título : |
Comparison of the CAPM and the three-factor fama and French model : evidence from the main Spanish stock market (IBEX-35) over the European average stock market index |
| Tipo de documento: |
texto impreso |
| Autores: |
Carmen Sánchez-Cantalejo Hevia, Autor ; Eric Duca, Autor |
| Fecha de publicación: |
2019 |
| Número de páginas: |
34 h. |
| Il.: |
gráf., tablas |
| Dimensiones: |
30 cm |
| Nota general: |
Grado en Administración y Dirección de Empresas |
| Idioma : |
Inglés (eng) |
| Materias: |
Análisis fundamental
Mercado de valores
Modelos económicos
|
| Clasificación: |
336.763 Títulos. Valores |
| Resumen: |
There are several theories from prestigious economists on investing according to distinct factors. Two of the most famous ones are the Capital Asset Pricing Model (CAPM) and the Three-Factor Fama French model. This report will critically analyse how these models differ when comparing the IBEX-35 Spanish stock index with the European Fama French average stock index. For this reason, it is a double goal thesis. On the one hand, getting to know with fundamental analysis the expected returns for the IBEX-35 using the CAPM model compared to the European market in ten years; and, on the other hand, checking the capacity of adding two more risk factors to the CAPM expression, using the Fama & French model, to analyse which are the changes of these expected returns. This is important because, as per theory, it has to be more explicative than the sole factor model. |
| Link: |
http://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=465 |
Comparison of the CAPM and the three-factor fama and French model : evidence from the main Spanish stock market (IBEX-35) over the European average stock market index [texto impreso] / Carmen Sánchez-Cantalejo Hevia, Autor ; Eric Duca, Autor . - 2019 . - 34 h. : gráf., tablas ; 30 cm. Grado en Administración y Dirección de Empresas Idioma : Inglés ( eng)
| Materias: |
Análisis fundamental
Mercado de valores
Modelos económicos
|
| Clasificación: |
336.763 Títulos. Valores |
| Resumen: |
There are several theories from prestigious economists on investing according to distinct factors. Two of the most famous ones are the Capital Asset Pricing Model (CAPM) and the Three-Factor Fama French model. This report will critically analyse how these models differ when comparing the IBEX-35 Spanish stock index with the European Fama French average stock index. For this reason, it is a double goal thesis. On the one hand, getting to know with fundamental analysis the expected returns for the IBEX-35 using the CAPM model compared to the European market in ten years; and, on the other hand, checking the capacity of adding two more risk factors to the CAPM expression, using the Fama & French model, to analyse which are the changes of these expected returns. This is important because, as per theory, it has to be more explicative than the sole factor model. |
| Link: |
http://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=465 |
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