National Repository of Grey Literature 3 records found  Search took 0.01 seconds. 
Aplikace modelu CAPM na český akciový trh
Janková, Zuzana
Janková, Z. Application of the CAPM model on the Czech Stock Market. Bachelor thesis. Brno: PEF MENDELU, 2015 The bachelor thesis is concerned with the Capital Asset Pricing Model (CAPM) and it's explicatory ability application on the Czech Stock Market. The CAPM is empirically tested on historical stock data of selected shares from the Prague Stock Exchange.Ability to dermine individual stock returns is tested on the wide range of investment horizont, namely 1, 3, 5, 7 and 10 years. The praktical application shows that the CAPM model is not capable to explain individual stock returns only using beta coefficient which represent systematick risk.
Aplikace CAPM na akciových trzích USA, Evropy a Japonska
Sychra, Petr
Sychra, P. Apllication of the CAPM on the US, European and Japanese stock market. Diploma thesis. Brno, 2014 The thesis is focused on the Capital Asset Pricing model (CAPM) and it's explicatory ability in diferent stock market. Ability to determine stock returns is tested on the historical dates of 10 selected companies in each market. Testing is performed on the wide range of investments horizons, and these horizons are following 1, 5, 10 and 15 years. Testing showed that model is not capable to explain stock returns only on the basic of systematic risk, expressed by beta coefficient.

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