interactive
Capital Asset Pricing Model (CAPM): Real World Issues
Updated Oct 12, 2024
What you'll learn
- Here we discuss issues such as the size effect as it relates to asset returns and the implications of positive alphas. We also look at the problem of market portfolio error and the concept of non-traditional wealth.
Course Description
There are real world issues surrounding the capital asset pricing model (CAPM) and the market portfolio. Here we discuss issues such as the size effect as it relates to asset returns and the implications of positive alphas. We also look at the problem of market portfolio error and the concept of non-traditional wealth.
