Consumption CAPM: Portfolio Investment in Pakistan Stock Market

dc.contributor.author	Muhammad Haroon Khan, 01-221111-079
dc.date.accessioned	2017-09-18T10:42:10Z
dc.date.available	2017-09-18T10:42:10Z
dc.date.issued	2012
dc.identifier.uri	http://hdl.handle.net/123456789/4722
dc.description	Supervised by Mr. Muhammad Akbar	en_US
dc.description.abstract	Capital asset pricing model is one of the most widely used models. It describes the relation between the market risk and the return. Consumption capital asset pricing model is forward looking hedge portfolio by taking consumption risk into the account. Consumption capital asset pricing model is closely related to the systematic risk and risk aversion in the portfolio. 100 actively traded companies in Karachi Stock Exchange, of different industries were selected for the study purpose. 10 portfolios were made with each portfolio containing 10 companies. Monthly returns for 118 months for each portfolio were calculated. Estimation tests were conducted on the data for the testing of conventional CAPM (manufacturing index) and consumption CAPM (with manufacturing index).	en_US
dc.language.iso	en	en_US
dc.publisher	Bahria University Islamabad Campus	en_US
dc.relation.ispartofseries	MBA;MFN 3441
dc.subject	Management Science.	en_US
dc.title	Consumption CAPM: Portfolio Investment in Pakistan Stock Market	en_US
dc.type	Thesis	en_US