Multi-factor asset pricing model : a local context.
Goh, Doyson Wei Ming.
Leong, Mun Chun.
Lim, Jek Khang.
Date of Issue1999
College of Business (Nanyang Business School)
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.
Final Year Project (FYP)
Nanyang Technological University