Can I read FIN4210 Assignment2 Updated on EtoBox?
FIN4210 Assignment2 Updated by liwa.antar2 is a document available to read on EtoBox.
What is FIN4210 Assignment2 Updated about?
The document presents a CAPM and multi-factor asset pricing analysis for General Electric, Microsoft, and Oracle from February 2002 to February 2018. The CAPM regression results show that GE underperformed the market, while Microsoft and Oracle did not exhibit statistically significant abnormal returns. Additionally, adding the T-Bill rate as a second factor did not improve the model
- Author
- liwa.antar2
- Language
- EN