Sökning: "Mustafa Daoud"

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  1. 1. Systematisk risk och avkastning på en volatil samt stabil marknad : En undersökning på den svenska aktiemarknaden

    Kandidat-uppsats, Institutionen för samhällsvetenskaper

    Författare :Mustafa Öz; Daoud Omar Ali; [2013]
    Nyckelord :CAPM; Beta; returns; Stockholm stock market; volatility; financial crisis; CAPM; Beta; avkastning; Stockholmsbörsen; volatilitet; finanskris;

    Sammanfattning : Background: Since the early 60’s, the CAPM or Capital Asset Pricing Model, has been an invaluable tool for assessing an asset's expected return, assuming that the asset is added to an already well-diversified portfolio of assets. CAPM theory assume that the unsystematic risk can be diversified and that the systematic, market-specific, risk is determined by the Beta value, from the Greek β. LÄS MER