"The Capital Asset Pricing Model: The Mathematics Behind Choosing The Best Stock Portfolio"  Faculty Advisor: Dr. Robin Lock, Mathematics, Computer Science, and Statistics Dept.

Poster Presentation Abstract:
The Capital Asset Pricing Model (CAPM), developed in 1964, was a breakthrough in mathematical finance.  The model has two uses.  The first goal of the CAPM is to create a portfolio that maximizes the return for a given level of risk or to organize a portfolio that minimizes risk for a specific return.  The second use is to estimate expected returns on investments that have not yet been traded.  My research has focused on understanding the economic background of the CAPM, how it was developed and some of the math behind is development/application.
 

Created: 4/21/03