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Factor models on explaining firm’s returns in a credit risk context

Is the usual one-factor model good enough?


Seminar Paper, 2012

27 Pages, Grade: 1


Excerpt


Table of Contents

1. Introduction

2. The CAPM
2.1 CAPM - Empirical Evidence
2.2 CAPM - Criticism

3. The three-factor-model
3.1 The three-factor model - Empirical Evidence
3.2 The three-factor model - Criticism

4. Other models

5. Summary of theory

6. Statistical analysis

7. Methodology

8. Results

9. Conclusion

References

Appendix

Excerpt out of 27 pages

Details

Title
Factor models on explaining firm’s returns in a credit risk context
Subtitle
Is the usual one-factor model good enough?
College
University of Leicester  (School of Management)
Grade
1
Author
Year
2012
Pages
27
Catalog Number
V272034
ISBN (eBook)
9783656641612
ISBN (Book)
9783656641605
File size
704 KB
Language
English
Keywords
factor
Quote paper
Master of Arts UZH Stefan Heini (Author), 2012, Factor models on explaining firm’s returns in a credit risk context, Munich, GRIN Verlag, https://www.grin.com/document/272034

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