Works matching DE "MATHEMATICAL models of capital"

Results: 225

Minimizing the payments and borrower risk in a mortgage.

Published in:

Automation & Remote Control, 2017, v. 78, n. 12, p. 2222, doi. 10.1134/S0005117917120104

By:

Malakh, S.;
Servakh, V.

Publication type:

Article

Do Time-Varying Betas Help in Asset Pricing? Evidence from Borsa Istanbul.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, n. 4, p. 747, doi. 10.1080/1540496X.2015.1046346

By:

Yayvak, Berk;
Akdeniz, Levent;
Altay-Salih, Aslihan

Publication type:

Article

Geometric Mean Approximations.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 3, p. 287, doi. 10.2307/2330720

By:

Jean, William H.;
Helms, Billy P.

Publication type:

Article

A Generalization of the CAPM Based on a Property of the Covariance Operator.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 5, p. 783, doi. 10.2307/2330862

By:

Losq, Etienne;
Chateau, John Peter D.

Publication type:

Article

Mean-Lower Partial Movement Asset Pricing Model: Some Empirical Evidence.

Published in:

Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 5, p. 763, doi. 10.2307/2330861

By:

Nantell, Timothy J.;
Price, Kelly;
Price, Barbara

Publication type:

Article

MARKETABILITY OF ASSETS AND THE PRICE OF RISK.

Published in:

Journal of Financial & Quantitative Analysis, 1979, v. 14, n. 1, p. 1, doi. 10.2307/2330652

By:

Stapleton, R. C.;
Subrahmanyam, M. G.

Publication type:

Article

BIVARIATE SPECTRAL ANALYSIS OF THE CAPITAL ASSET PRICING MODEL.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 3, p. 435, doi. 10.2307/2330151

By:

Goldberg, Michael A.;
Vora, Ashok

Publication type:

Article

EQUIVALENT MATHEMATICAL PROGRAMMING MODELS OF PURE CAPITAL RATIONING.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 2, p. 345, doi. 10.2307/2330391

By:

Bradley, Stephen P.;
Frey Jr., Sherwood C.

Publication type:

Article

SOME PROBLEMS IN APPLYING THE CONTINUOUS PORTFOLIO SELECTION MODEL TO THE DISCRETE CAPITAL BUDGETING PROBLEM.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 2, p. 333, doi. 10.2307/2330390

By:

Baum, Sanford;
Carison, Robert C.;
Jucker, James V.

Publication type:

Article

CAPITAL MARKET EQUILIBRIUM IN A MEAN-LOWER PARTIAL MOMENT FRAMEWORK.

Published in:

1977

By:

Bawa, Vijay S.;
Lindenberg, Eric B.

Publication type:

Abstract

A CAPITAL BUDGETING DECISION MODEL WITH SUBJECTIVE CRITERIA.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 2, p. 261, doi. 10.2307/2330434

By:

Bernardo, John J.;
Lanser, Howard P.

Publication type:

Article

A TEST OF STONE'S TWO-INDEX MODEL OF RETURNS.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 3, p. 363, doi. 10.2307/2330540

By:

Lloyd, William P.;
Shick, Richard A.

Publication type:

Article

CAPITAL ASSET PRICING WITH PRICE LEVEL CHANGES.

Published in:

Journal of Financial & Quantitative Analysis, 1976, v. 11, n. 3, p. 381, doi. 10.2307/2330414

By:

Hagerman, Robert L.;
Kim, E. Han

Publication type:

Article

COMMENT-- THE CAPITAL GROWTH MODEL: AN EMPIRICAL INVESTIGATION.

Published in:

Journal of Financial & Quantitative Analysis, 1973, v. 8, n. 2, p. 293, doi. 10.2307/2330025

By:

Gonzalez, Nestor

Publication type:

Article

THE CAPITAL GROWTH MODEL: AN EMPIRICAL INVESTIGATION.

Published in:

Journal of Financial & Quantitative Analysis, 1973, v. 8, n. 2, p. 273, doi. 10.2307/2330023

By:

Bicksier, James L.;
Thorp, Edward O.

Publication type:

Article

COMMENT: A MODEL OF CAPITAL ASSET RISK.

Published in:

Journal of Financial & Quantitative Analysis, 1972, v. 7, n. 2, p. 1673, doi. 10.2307/2329947

By:

Hopewell, Michael H.

Publication type:

Article

A MODEL OF CAPITAL ASSET RISK.

Published in:

Journal of Financial & Quantitative Analysis, 1972, v. 7, n. 2, p. 1649, doi. 10.2307/2329945

By:

Pettit, R. Richardson;
Westerfield, Randolph

Publication type:

Article

THE EFFECT OF SHORT SELLING AND MARGIN REQUIREMENTS IN PERFECT CAPITAL MARKETS.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 5, p. 1173, doi. 10.2307/2329855

By:

Lintner, John

Publication type:

Article

ESTIMATION RISK IN THE PORTFOLIO SELECTION MODEL.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 1, p. 559, doi. 10.2307/2330127

By:

Kalyman, Basil A.

Publication type:

Article

ERRATA.

Published in:

1971

By:

Hakansson, Nils H.

Publication type:

Correction Notice

Do We Need CAPM for Capital Budgeting?

Published in:

Financial Management (Wiley-Blackwell), 2002, v. 31, n. 4, p. 55, doi. 10.2307/3666174

By:

Jagannathan, Ravi;
Meier, Iwan

Publication type:

Article

Editor's Comment - Dividend Discount Models and the Capital Asset Pricing Model.

Published in:

1979

By:

Ferguson, Robert

Publication type:

Editorial

Reinterpreting a Temporally Aggregated Consumption CAP Model.

Published in:

Journal of Business & Economic Statistics, 1991, v. 9, n. 3, p. 325, doi. 10.2307/1391297

By:

Ermini, Luigi

Publication type:

Article

Capital Structure, Cost of Capital, and Voluntary Disclosures.

Published in:

Accounting Review, 2011, v. 86, n. 3, p. 857, doi. 10.2308/accr.00000037

By:

Bertomeu, Jeremy;
Beyer, Anne;
Dye, Ronald A.

Publication type:

Article

Explaining public investment in Western Europe.

Published in:

Applied Economics, 2010, v. 42, n. 14, p. 1783, doi. 10.1080/00036840701736180

By:

Vuchelen, Jef;
Caekelbergh, Stijn

Publication type:

Article

Investment in Greek manufacturing under irreversibility and uncertainty: the message in used capital expenditures.

Published in:

Applied Economics, 2010, v. 42, n. 14, p. 1797, doi. 10.1080/00036840701736040

By:

Drakos, Konstantinos Dimitrios;
Goulas, Eleftherios

Publication type:

Article

The role of credit constraints and government subsidies in farmland valuations in the US: an options pricing model approach.

Published in:

Empirical Economics, 2008, v. 34, n. 2, p. 285, doi. 10.1007/s00181-007-0122-9

By:

Mishra, Ashok;
Moss, Charles;
Erickson, Kenneth

Publication type:

Article

A Model of Capital and Crises.

Published in:

Review of Economic Studies, 2012, v. 79, n. 2, p. 735

By:

He, Zhigu;
Krishnamurthy, Arvind

Publication type:

Article

A portfolio approach to climate investments: CAPM and endogenous risk.

Published in:

Environmental & Resource Economics, 2007, v. 37, n. 4, p. 681, doi. 10.1007/s10640-006-9049-4

By:

Sandsmark, Maria;
Vennemo, Haakon

Publication type:

Article

A Preference Regime Model of Bull and Bear Markets.

Published in:

American Economic Review, 2000, v. 90, n. 4, p. 1019, doi. 10.1257/aer.90.4.1019

By:

Gordon, Stephen;
St-Amour, Pascal

Publication type:

Article

Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio.

Published in:

American Economic Review, 1978, v. 68, n. 4, p. 643

By:

Levy, Haim

Publication type:

Article

Modeling Asset Premiums and the Riskfree Rate in General Equilibrium CCAPM.

Published in:

Review of Quantitative Finance & Accounting, 2001, v. 17, n. 2, p. 107, doi. 10.1023/A:1017913303880

By:

Valckx, Nico

Publication type:

Article

Some Tests of the Risk-Return Relationship Using Alternative Asset Pricing Models and Observed Expected Returns.

Published in:

Review of Quantitative Finance & Accounting, 1998, v. 11, n. 1, p. 69, doi. 10.1023/A:1008292410561

By:

Shafiqur-Rahman;
Coggin, T. Daniel;
Lee, Cheng-Few

Publication type:

Article

Stochastic Discount Rates, Productivity Shocks and Capital Asset Pricing.

Published in:

Review of Quantitative Finance & Accounting, 1999, v. 12, n. 1, p. 21

By:

Yajun Peng;
Shawky, Hany

Publication type:

Article

Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers.

Published in:

Review of Quantitative Finance & Accounting, 1998, v. 10, n. 3, p. 235, doi. 10.1023/A:1008291917092

By:

Lee, Alice C.;
Cummins, J. David

Publication type:

Article

The Effect of Time-Varying Covariances on Asset Risk Premia.

Published in:

Review of Quantitative Finance & Accounting, 1996, v. 7, n. 2, p. 205, doi. 10.1007/BF00243979

By:

Nanisetty, Prasad;
Bharati, Rakesh;
Gupta, Manoj

Publication type:

Article

TESTS OF CAPM WITH NONSTATIONARY BETA.

Published in:

International Journal of Finance & Economics, 2001, v. 6, n. 3, p. 255, doi. 10.1002/ijfe.146

By:

Ho-Chuan Huang

Publication type:

Article

Modelling Emerging Market Risk Premia Using Higher Moments.

Published in:

International Journal of Finance & Economics, 1999, v. 4, n. 4, p. 271, doi. 10.1002/(SICI)1099-1158(199910)4:4<271::AID-IJFE110>3.0.CO;2-M

By:

Soosung Hwang;
Satchell, Stephen E.

Publication type:

Article

Optimal Multiperiod Project Portfolio Investment Under Uncertainty.

Published in:

Applied Economics: Systematic Research, 2007, v. 1, n. 2, p. 113

By:

Berzins, Gundars;
Nechval, Nicholas A.;
Purgailis, Maris;
Nechval, Konstantin N.;
Zolova, Natalia

Publication type:

Article

THE MARKETING MIX DECISION UNDER UNCERTAINTY.

Published in:

Marketing Science, 1982, v. 1, n. 1, p. 79, doi. 10.1287/mksc.1.1.79

By:

Jagpal, Harsharanjeet S.;
Brick, Ivan E.

Publication type:

Article

Some Results in the CAPM with Nontraded Endowments.

Published in:

Management Science, 1996, v. 42, n. 2, p. 286, doi. 10.1287/mnsc.42.2.286

By:

Oh, Gyutaeg

Publication type:

Article

THE CAPM AND THE CALENDAR: EMPIRICAL ANOMALIES AND THE RISK RETURN RELATIONSHIP.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1543, doi. 10.1287/mnsc.38.11.1543

By:

Bram Cadsby, Charles

Publication type:

Article

THE CAPITAL ASSET PRICING MODEL WITH DIVERSE HOLDING PERIODS.

Published in:

Management Science, 1992, v. 38, n. 11, p. 1529

By:

Samuelson, Paul A.

Publication type:

Article

THE ACCURACY OF CAPM PROXIES FOR ESTIMATING A FIRM'S COST OF EQUITY.

Published in:

Accounting & Finance, 1995, v. 35, n. 1, p. 63, doi. 10.1111/j.1467-629X.1995.tb00276.x

By:

Lally, Martin

Publication type:

Article

A DERIVATION OF THE CAPM FOR PEDAGOGICAL USE.

Published in:

Accounting & Finance, 1993, v. 33, n. 1, p. 53, doi. 10.1111/j.1467-629X.1993.tb00194.x

By:

Brailsford, Tim;
Faff, Robert

Publication type:

Article

A MULTIVARIATE TEST OF THE GENERALISED MEAN-LOWER PARTIAL MOMENT ASSET PRICING MODEL: AUSTRALIAN EVIDENCE.

Published in:

Accounting & Finance, 1992, v. 32, n. 2, p. 61, doi. 10.1111/j.1467-629X.1992.tb00186.x

By:

Faff, Robert W.

Publication type:

Article

Multifactor Asset Pricing Models.

Published in:

Accounting & Finance, 1987, v. 27, n. 1, p. 17, doi. 10.1111/j.1467-629x.1987.tb00233.x

By:

Sinclair, N. A.

Publication type:

Article

Estimation and evaluation of asset pricing models with habit formation using Philippine data.

Published in:

Applied Economics Letters, 2006, v. 13, n. 8, p. 493, doi. 10.1080/13504850500400611

By:

Abara, Raymund

Publication type:

Article

MEASURING THE COST OF EQUITY OF EMERGING MARKET FIRMS: THE CASE OF MALAYSIA.

Published in:

Asian Academy of Management Journal of Accounting & Finance, 2010, v. 6, n. 1, p. 25

By:

Swee-Sim Foong;
Kim-Leng Goh

Publication type:

Article

Investment Pricing and Social Protection: A Proposal for an ICESCR-adjusted Capital Asset Pricing Model.

Published in:

ICSID Review: Foreign Investment Law Journal, 2013, v. 28, n. 2, p. 405, doi. 10.1093/icsidreview/sit025

By:

Desierto, Diane A.;
Desierto, Desiree A.

Publication type:

Article