Control Science and Engineering


Volume 2, Issue 2, December 2018

  • On the Effect of Capital Asset Pricing Model on Precious Metals and Crude Oil Investments

    Oluwasegun Micheal Ibrahim, Dare Jayeola

    Issue: Volume 2, Issue 2, December 2018
    Pages: 66-70
    Received: 28 November 2018
    Accepted: 2 January 2019
    Published: 18 February 2019
    DOI: 10.11648/j.cse.20180202.11
    Abstract: Capital asset pricing model (CAPM) is a useful technique in portfolio management theory (PMT), it is based on a class of risk; the systematic risk associated with the fluctuation of security price that cannot be diversified away. Beta (β) is the measure of the systematic risk, which has a positive correlation with the expected return. Consequently,... Show More