"capital asset pricing model" - Selaus asiasanan mukaanPro gradu -tutkielmat ja diplomityöt

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    • Betting Against Beta - Case OMX Helsinki 

      Paananen, Tomi (2019)
      Pro gradu - tutkielma 
      One of the most famous theories in finance is the Capital Asset Pricing Model – a theory which is shown not to hold in empirical tests. The failure of the model and the abnormal performance of low-beta assets relative to ...

    • Risk and return in commodity futures markets 

      Outinen, Samuli (2007)
      Pro gradu - tutkielma 
      This thesis investigates the relationship between commodity futures betas and realized returns. This study tries to answer three following questions, do commodity futures embody systematic risk as measured within the context ...