Evaluation of Asset Pricing Models in the South African Equities Market

Asset pricing models have been of interest since their origin in modern finance. The Capital Asset Pricing Model is a widely used tool and is one of the early developed asset pricing models in modern finance. There are continual improvements of this model with the evident multifactor models of Fama...

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Bibliographic Details
Main Author: Moyo, Nigel A P
Other Authors: Rajaratnam, Kanshukan
Format: Dissertation
Language:English
Published: Faculty of Commerce 2021
Subjects:
JSE
APT
Online Access:http://hdl.handle.net/11427/32887