Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/10989
Title: Multi-factor asset pricing model : a local context.
Authors: Goh, Doyson Wei Ming.
Leong, Mun Chun.
Lim, Jek Khang.
Keywords: DRNTU::Business::Finance::Investments
Issue Date: 1999
Abstract: The objective of this Applied Research Project is to evaluate the performance of a multi-asset pricing model versus the traditional single-index Capital Asset Pricing Model (CAPM). Our aim is to provide investors with a more robust tool in which to analyse potential security investments and to increase the quality of investment decision making.
URI: http://hdl.handle.net/10356/10989
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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