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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Creating a portfolio using CAPM
 DOLEJŠÍ, Filip
This work is focused on creation of portfolio and its variability. The portfolio is made up of one hundred shares freely tradable in the US market. The CAPM or Capital Assest Prining Model was used to generate this portfolio in order to establish profit and risk. After creating that portfolio, the SML line was tested using an alpha coefficient. The result was inequality when comparing this test and the result of the model itself.
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