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Stock Portfolios To Help Support Research Paper

This helps managers to make informed decisions about possible reactions based upon systematic events. (Estrada, 2002) Moreover, Brown (2010) determined that different approaches must be utilized under the CAPM model to account for risk. This is because the markets are constantly shifting and new events will take place which change the thinking of economists, analysts, fund managers and investors. To stay on top of what is happening, requires utilizing contrasting forms of investigation during the process. These insights are showing how different forms of regression analysis must be utilized to fully understand what is taking place. (Brown, 2010)

As a result, the CAPM approach can provide a good background about what is happening in the markets and effectively accounting for risks. However, there are times when different forms of analysis must be utilized. The best way to achieve for these objectives is use other areas which can be augmented under the CAPM model. (Chang, 2011)

For instance, Chang (2011) concluded that regression analysis is successful...

However, the biggest drawback is that it is failing to account for systematic variables which will negatively impact the returns in the portfolio. To make these adjustments, he recommends analyzing market returns and portfolio risks in correlation with each other. This means that the higher returns will increase the levels of risk. These insights are useful in showing how the CAPM model can provide a basic background for addressing these uncertainties. Yet, it is also highlighting the drawbacks of utilizing this approach in various situations. (Chang, 2011)
References

Adcock, C. (2010). Asset Pricing and Portfolio Selection. Annual Operations Results, 176, 221 -- 234.

Brown, S. (2010). Interemporal Equilibrium Models. Quantitative Finance and Risk Management, 15, 283 -- 287.

Chang, M. (2011). Reexamination of Capital Asset Pricing Model. African Journal of Business Management, 5 (33), 1284 -- 1290.

Fogelstrom, N. (2010). Using Portfolio Theory to Support Requirement,…

Sources used in this document:
References

Adcock, C. (2010). Asset Pricing and Portfolio Selection. Annual Operations Results, 176, 221 -- 234.

Brown, S. (2010). Interemporal Equilibrium Models. Quantitative Finance and Risk Management, 15, 283 -- 287.

Chang, M. (2011). Reexamination of Capital Asset Pricing Model. African Journal of Business Management, 5 (33), 1284 -- 1290.

Fogelstrom, N. (2010). Using Portfolio Theory to Support Requirement, Software Product Management, 11, 49 -- 52.
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