Testing the Capital Asset Pricing Model And the Fama-French Three-Factor Model By Jiaxin Ling (Cindy) March 19‚ 2013 Key words: Asset Pricing‚ Statistical Methods‚ CAPM‚ Fama-French Three-Factor Model Abstract: This paper examines the Capital Asset Pricing Model(CAPM) and the Fama-French three-factor model(FF) and the Fama-MacBeth model(FM) for the 201211 CRSP database using monthly returns from 25 portfolios for 2 periods ---July 1931 to June 2012 and July 1631 to June 2012. The theory’s
Premium Statistics
Disaster Recovery Plan Disaster Recovery Plan Provide an overview of the organization that will be delivered to senior management‚ defining the business goals and objectives and the size‚ layout‚ and structure of the organization. TechWidgets Inc.‚ is an e-commerce company that provides merchandise to its customers through a web store. The core infrastructure is made up of 10 web servers in a single cluster to handle browsing requests‚ 5 servers in the web store clusters to hand transactions
Premium Management Risk management Project management
into giving him their user IDs and passwords to their Amazon.com accounts. What are some of the ways that a hacker might accomplish this? What crimes can be performed with such information? [10] 2. Some companies prefer not to have disaster recovery plans. Under what circumstances does this make sense? Discuss. [5] 3.A body scan at airports created a big debate. Debate both points of this issue and relate it to EC security. [10] 4. . Your B2C site has been hacked. List
Premium English-language films Computer security Password
Heroin Addiction and Recovery Introduction Megan was 23 years old when she first transitioned from pain pills to heroin. She quickly became addicted and eventually lost everything due to her addiction. When she finally hit rock bottom and decided to seek treatment‚ she was not sure she would be able to recover. Megan entered a rehabilitation center and began the process of detoxification. Once she had detoxed‚ she was placed on a drug called methadone to control her cravings. After a couple
Premium Addiction Drug addiction Heroin
What is the purpose of a CIRT plan? Describe what this plan does and what other plan it ties into. The purpose of the CIRT plan is to identify which group is responsible for what. It also provides information for the DRP. 2. Describe what the three models are for a CIRT plan based on the NIST SP 800-61 template. Critical incident response team‚ Distributed incident response teams‚ and the Coordinating team 3. Define three of the responsibilities that an Incident Response Team would have. List them
Premium Business continuity planning File sharing Attack
559 Testing Your Comprehension 1. Fossil fuels are abundant on our planet today and can be used to create many sources of energy which is why they are so prevalent. They are considered nonrenewable sources of energy because they take millions of years to form and because humans are rapidly depleting our fossil fuels faster then they can be created‚ which makes these fuels nonrenewable. 2. Fossil fuels were formed from the tissues of organisms that lived 100-500 million years ago. The energy these
Premium Fossil fuel Nuclear power Energy development
"Fair fix" the problem After listening (so they know exactly what’s at issue)‚ employees people can work to resolve the problem. Usually‚ what customers want now is what they wanted originally—and the sooner the better. 4) Offer atonement A recovery system will earn high marks from customers if it includes‚ even symbolically‚ some form of atonement that‚ in a manner appropriate to the issue at hand‚ says‚ "I’d like to make it up to you." But atonement is more than simply the "it’s on us" or
Premium Problem solving Need to know Customer
breakdown and they got into this panic situation. Primary reasons for this crisis could be: • Not allocating sufficient time and cost to the application testing • Lack of step by step activation of new IT system • No business continuity and disaster recovery plan As written above‚ they failed do to the proper testing of the application. In the rush of moving to the new system‚ they could not do full justice to the testing process. Here‚ second point means‚ any organization should start using any new
Premium Business continuity planning Disaster recovery Software testing
http://ir.fedex.com/governance/committeechar.cfm. FedEx Express (2005). Customer Business Objects: FedEx Express. Retrieved September 2005 from: http://www.france.businessobjects.com/global/pdf/clients/casestudy_fedex.pdf FedEx Infosec (2006). Disaster Recovery. Retrieved 2006 from FedEx (Intranet): http://www.infosec.fedex.com/bcdr/training/class%20workup_files/frame.htm Network World (1994-2006). Wireless Mobile: FedEx flying high on wireless technology. Retrieved 1994-2006 from: http://www.networkworld
Premium Risk management Risk Risk assessment
Creative Destruction and the Aftermath of the Tsunami: Recovery of Southern Sri Lankan Small Business in the Face of Inertia Dr. C. Travis A. Perera Senior Consultant‚ Entrepreneurship‚ Business Development & Operations Management Postgraduate Institute of Management‚ Sri Lanka Telephone number: 94-777 756 109 Fax number: 94-11-2689643 Email: drtravisperera@gmail.com Paper Presented At the 5th International Entrepreneurship Forum held in Cape Town‚ South Africa from September 07-09-2005
Free Sri Lanka 2004 Indian Ocean earthquake Management