Asset Pricing Coursework Assignment
QUESTION - Select any 10 stocks from the FTSE 100 Constituent List (Data is available on the Learning Central).
Compare the Betas generate from Blume's technique (part 6.) with those obtained from the single-index model for the period from 01/01/2012 to 31/12/2013. Discuss your results.
Attachment:- Assignment Files.rar