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Securitization and Critique of CAPM
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This 4 page paper is written in two parts. The first part at what is meant by securitization, how it is defined, giving a brief history of these financial tool, before considering the role it played in the 2008 credit crunch. The second part of the paper discusses some of the criticisms for the Capital Asset Pricing Model (CAPM) including Roll’s 1977 criticism. The bibliography cites 1 source.
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Pages:
4
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Filename:TS14_TEsecuit.doc |
Paper Title:
Securitization and Critique of CAPM
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