本次澳洲代写主要为金融经济学投资组合的practice
1.（??分）Rupert的CAPM测试
Rupert希望测试CAPM模型是否是资产定价行为的合理描述。
（a）（3分）支撑Sharpe-Lintner（无风险资产）版本的假设是什么？
资本资产定价模型？
（b）（2分）解释滚动评论及其对资本资产的经验检验的意义
定价模型。
（c）（5分）解释使用横截面回归估算CAPM Se-
好奇心市场线。确保您的解释涵盖了解决测量所需的步骤
CAPM Beta估算中的错误以及与用于以下方法的方法相关的任何选择偏差问题
解决CAPM Beta估算中的测量错误。
（d）（3分）如果鲁珀特忽略了CAPM Beta中的测量误差，将会带来什么后果
估计CAPM安全市场线时的估计值？
（e）（2分）如果鲁珀特在解决问题时忽略了选择偏见会带来什么后果？
CAPM Beta估算中的测量误差？
1. (?? points) Rupert’s CAPM testing
Rupert wants to test whether the CAPM model is a reasonable description of asset pricing behaviour.
(a) (3 points) What are the assumptions that underpin the Sharpe-Lintner (risk-free asset) version of
the Capital Asset Pricing Model?
(b) (2 points) Explain the Roll critique and its implications for empirical test of the Capital Asset
Pricing Model.
(c) (5 points) Explain the steps involved in using a cross-section regression to estimate the CAPM Se-
curity Market Line. Ensure that your explanation covers the steps required to address measurement
errors in CAPM Beta estimates and any selection bias issues associated with the methods used to
address measurement error in CAPM Beta estimation.
(d) (3 points) What would be the consequences if Rupert ignored measurement error in CAPM Beta
estimation when estimating the CAPM Security Market Line?
(e) (2 points) What would be the consequences if Rupert ignored selection bias when addressing the
measurement error in CAPM Beta estimates?