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CAPM and Asset Pricing with Python by rayanwaqif55 is a document available to read on EtoBox.

What is CAPM and Asset Pricing with Python about?

The document outlines the application of Python in asset pricing, focusing on key models such as the Market Model, CAPM, and Fama-French 3-Factor Model. It discusses the estimation of these models using linear regression techniques, particularly Ordinary Least Squares (OLS), and their relevance in corporate finance for predicting stock returns and assessing risk. Additionally, it highlights the limitations of the Fama-French model and the importance of understanding systematic risk factors in investment dec

Author

rayanwaqif55

Language

EN