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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 | | Clasificación: | 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 | Clasificación: | 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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