Application of the CAPM Model for the Formation of an Investment Bond Portfolio Using the US Debt Market as an Example

Student: Silkin Gleb

Faculty: Faculty of World Economy and International Affairs

Educational Programme: World Economy (Bachelor)

Year of Graduation: 2020

The paper consists of introduction, two chapters and conclusion. The introduction describes the reasons for the relevance of the work, the goals and objectives of the study. The first chapter describes the portfolio theory of Harry Markowitz, the types of bonds and the risks involved in investing in them, how to create a portfolio of debt securities and analyzes the indicators used and the positive and negative aspects of the CAPM model. The second chapter describes the approach of using CAPM in building a bond portfolio, the data set used in the study, the results of building and managing a portfolio using CAPM, and the interpretation of the results. The conclusion summarizes the general outcomes of the research and describes the possible ways of its developing.

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