A test on the mean/variance efficiency of the Singapore market portfolio.
The objective of our study is to investigate the applicability of CAPM in Singapore through the testing of the mean/variance efficiency of the Singapore market portfolio. This is the only single testable hypothesis of CAPM as argued by Roll (1977). Our sample comprise of the total monthly returns of...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/44110 |