Application of the CAPM to Asian Stocks and ESG Indices: Introduction to Quantitative Finance

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Autor principal: Espel, Tom J
Formato: Recurso digital
Lenguaje:inglés
Publicado: Zenodo 2024
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author Espel, Tom J
author_facet Espel, Tom J
contents <p>In this lecture, Tom will introduce one of the core theories of quantitative finance, the Capital Asset Pricing Model. Computation techniques of market beta by various means of regression will be presented. The concepts will be illustrated with Asian stocks, against conventional and ESG indices. There will be a discussion on concepts of factor models, and market segmentation under the lens of ESG investing. </p>
format Recurso digital
id zenodo_https___doi_org_10_5281_zenodo_18475538
institution Zenodo
language eng
publishDate 2024
publisher Zenodo
record_format zenodo
spellingShingle Application of the CAPM to Asian Stocks and ESG Indices: Introduction to Quantitative Finance
Espel, Tom J
quantitative finance
ESG
CAPM
<p>In this lecture, Tom will introduce one of the core theories of quantitative finance, the Capital Asset Pricing Model. Computation techniques of market beta by various means of regression will be presented. The concepts will be illustrated with Asian stocks, against conventional and ESG indices. There will be a discussion on concepts of factor models, and market segmentation under the lens of ESG investing. </p>
title Application of the CAPM to Asian Stocks and ESG Indices: Introduction to Quantitative Finance
topic quantitative finance
ESG
CAPM
url https://doi.org/10.5281/zenodo.18475538