The emergence of CAPM Hybrid model against traditional CAPM : evidence from Malaysian finance industry / Akmal Nashreq Abd Malik
This research paper will investigate the frontier between CAPM and the CAPM Hybrid. For CAPM Hybrid, Bond Yield is used as a proxy of risk free rate instead of using treasury-bills as what's been practiced in the traditional CAPM. The data on KLCI , bond yield rate and treasury bills will be co...
Saved in:
Main Author: | |
---|---|
Format: | Student Project |
Language: | English |
Published: |
2016
|
Subjects: | |
Online Access: | https://ir.uitm.edu.my/id/eprint/73049/1/73049.pdf https://ir.uitm.edu.my/id/eprint/73049/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|