Works matching DE "CAPITAL assets pricing model"
Results: 2197
Stock Market Integration: Are Risk Premiums of International Assets Equal?
- Published in:
- Gadjah Mada International Journal of Business, 2014, v. 16, n. 1, p. 39, doi. 10.22146/gamaijb.5466
- By:
- Publication type:
- Article
Determinantes de riesgo en la valoración de acciones en el mercado colombiano: modelo multifactorial comparativo.
- Published in:
- Cuadernos de Administración, 2015, v. 31, n. 53, p. 68, doi. 10.25100/cdea.v31i53.18
- By:
- Publication type:
- Article
Modelación de la relación rentabilidad-riesgo en el mercado accionario para países desarrollados y países emergentes en un mundo parcialmente integrado.
- Published in:
- Cuadernos de Administración, 2015, v. 31, n. 53, p. 38, doi. 10.25100/cdea.v31i53.15
- By:
- Publication type:
- Article
Ambition, Human Capital Acquisition and the Metropolitan Escalator.
- Published in:
- Regional Studies, 2015, v. 49, n. 6, p. 1042, doi. 10.1080/00343404.2013.799767
- By:
- Publication type:
- Article
Consumption and asset prices.
- Published in:
- Review of Financial Economics, 2002, v. 11, n. 1, p. 47, doi. 10.1016/S1058-3300(02)00037-X
- By:
- Publication type:
- Article
WHAT IS THE EXPECTED RETURN ON THE MARKET?
- Published in:
- Quarterly Journal of Economics, 2017, v. 132, n. 1, p. 367, doi. 10.1093/qje/qjw034
- By:
- Publication type:
- Article
SYSTEMATIC RISK AND THE THEORY OF THE FIRM.
- Published in:
- Quarterly Journal of Economics, 1980, v. 94, n. 3, p. 437, doi. 10.2307/1884578
- By:
- Publication type:
- Article
The Effect of Covid-19 on the Stock Market of the Travel And Leisure Industry: Evidence from the United States.
- Published in:
- Tourism Analysis, 2022, v. 27, n. 4, p. 495, doi. 10.3727/108354222X16639681394863
- By:
- Publication type:
- Article
Nobels for nonsense.
- Published in:
- Journal of Post Keynesian Economics, 2006, v. 29, n. 1, p. 3, doi. 10.2753/PKE0160-3477290101
- By:
- Publication type:
- Article
Perpetual options: revisiting historical returns on paintings.
- Published in:
- Journal of Cultural Economics, 2009, v. 33, n. 2, p. 135, doi. 10.1007/s10824-009-9096-0
- By:
- Publication type:
- Article
Investment in Paintings: A Short-Run Price Index.
- Published in:
- Journal of Cultural Economics, 1999, v. 23, n. 3, p. 209, doi. 10.1023/A:1007551907213
- By:
- Publication type:
- Article
Taxation, Uncertainty, and the Cost of Equity.
- Published in:
- International Tax & Public Finance, 2002, v. 9, n. 4, p. 483, doi. 10.1023/A:1016576305306
- By:
- Publication type:
- Article
Currency returns and systematic risk.
- Published in:
- Manchester School (1463-6786), 2022, v. 90, n. 6, p. 609, doi. 10.1111/manc.12416
- By:
- Publication type:
- Article
COULD DYNAMIC BETA MEASURES ENHANCE PERFORMANCE OF CAPITAL-ASSET-PRICING MODEL ON FITTING STOCK RETURNS? A REALITY TEST.
- Published in:
- Manchester School (1463-6786), 2011, v. 79, n. 3, p. 349, doi. 10.1111/j.1467-9957.2009.02161.x
- By:
- Publication type:
- Article
CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK.
- Published in:
- Manchester School (1463-6786), 2005, v. 73, n. 3, p. 343, doi. 10.1111/j.1467-9957.2005.00450.x
- By:
- Publication type:
- Article
NUMERICAL ANALYSIS OF AMERICAN OPTION PRICING IN A JUMP-DIFFUSION MODEL.
- Published in:
- 1997
- By:
- Publication type:
- Industry Overview
ON OPTIMAL PRODUCTION AND THE MARKET TO BOOK RATIO GIVEN LIMITED SHAREHOLDER DIVERSIFICATION.
- Published in:
- Management Science, 1989, v. 35, n. 8, p. 1004, doi. 10.1287/mnsc.35.8.1004
- By:
- Publication type:
- Article
MARKET REACTION TO QUARTERLY EARNINGS' ANNOUNCEMENTS: A STOCHASTIC DOMINANCE BASED TEST OF MARKET EFFICIENCY.
- Published in:
- Management Science, 1989, v. 35, n. 4, p. 425, doi. 10.1287/mnsc.35.4.425
- By:
- Publication type:
- Article
ESTIMATION RISK AND INCENTIVE CONTRACTS FOR PORTFOLIO MANAGERS.
- Published in:
- Management Science, 1988, v. 34, n. 9, p. 1067, doi. 10.1287/mnsc.34.9.1067
- By:
- Publication type:
- Article
MEAN LOWER PARTIAL MOMENT VALUATION AND LOGNORMALLY DISTRIBUTED RETURNS.
- Published in:
- Management Science, 1988, v. 34, n. 4, p. 446, doi. 10.1287/mnsc.34.4.446
- By:
- Publication type:
- Article
A NOTE ON THE USE OF THE CAPM AS A STRATEGIC PLANNING TOOL.
- Published in:
- Management Science, 1985, v. 31, n. 12, p. 1589, doi. 10.1287/mnsc.31.12.1589
- By:
- Publication type:
- Article
BETA IN LINEAR RISK TOLERANCE ECONOMIES.
- Published in:
- Management Science, 1985, v. 31, n. 11, p. 1390, doi. 10.1287/mnsc.31.11.1390
- By:
- Publication type:
- Article
THE CAPITAL ASSET PRICING MODEL AND STRATEGIC PLANNING: RESPONSE TO WERNERFELT.
- Published in:
- Management Science, 1985, v. 31, n. 4, p. 510, doi. 10.1287/mnsc.31.4.510a
- By:
- Publication type:
- Article
THE CAPITAL ASSET PRICING MODEL AND STRATEGIC PLANNING.
- Published in:
- Management Science, 1985, v. 31, n. 4, p. 510, doi. 10.1287/mnsc.31.4.510
- By:
- Publication type:
- Article
THE CAPITAL ASSET PRICING MODEL: AN EVALUATION OF ITS POTENTIAL AS A STRATEGIC PLANNING TOOL.
- Published in:
- Management Science, 1982, v. 28, n. 10, p. 1166, doi. 10.1287/mnsc.28.10.1166
- By:
- Publication type:
- Article
STRATPORT: A MODEL FOR THE EVALUATION AND FORMULATION OF BUSINESS PORTFOLIO STRATEGIES.
- Published in:
- Management Science, 1982, v. 28, n. 9, p. 979
- By:
- Publication type:
- Article
THE BOUNDARY BETWEEN PLANNING AND INCREMENTAL BUDGETING: EMPIRICAL EXAMINATION IN A PUBLICLY-OWNED CORPORATION.
- Published in:
- Management Science, 1981, v. 27, n. 12, p. 1421, doi. 10.1287/mnsc.27.12.1421
- By:
- Publication type:
- Article
METHODS OF LARGE PROJECT ASSESSMENT GIVEN UNCERTAINTY IN FUTURE ENERGY PRICING.
- Published in:
- Management Science, 1981, v. 27, n. 4, p. 377, doi. 10.1287/mnsc.27.4.377
- By:
- Publication type:
- Article
ON THE DECENTRALIZED CAPITAL BUDGETING PROBLEM UNDER UNCERTAINTY.
- Published in:
- Management Science, 1979, v. 25, n. 9, p. 873, doi. 10.1287/mnsc.25.9.873
- By:
- Publication type:
- Article
ESTIMATING THE RELATIONSHIP BETWEEN PRICE AND TIME TO SALE FOR INVESTMENT PROPERTY.
- Published in:
- Management Science, 1977, v. 23, n. 8, p. 838, doi. 10.1287/mnsc.23.8.838
- By:
- Publication type:
- Article
QUADRATIC APPROXIMATIONS OF THE PORTFOLIO SELECTION PROBLEM WHEN THE MEANS AND VARIANCES OF RETURNS ARE INFINITE.
- Published in:
- Management Science, 1977, v. 23, n. 6, p. 576, doi. 10.1287/mnsc.23.6.576
- By:
- Publication type:
- Article
系统性尾部贝塔与市场崩盘风险的对冲：基于崩盘风险的"安全第一准则"投资组合均衡模型
- Published in:
- Operations Research Transactions / Yunchouxue Xuebao, 2022, v. 26, n. 4, p. 43, doi. 10.15960/j.cnki.issn.1007-6093.2022.04.004
- By:
- Publication type:
- Article
Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions.
- Published in:
- Journal of Finance & Banking Review (JFBR), 2018, v. 3, n. 4, p. 77, doi. 10.35609/jfbr.2018.3.4(6)
- By:
- Publication type:
- Article
CAPM Web Application for Financial Analysis.
- Published in:
- Grenze International Journal of Engineering & Technology (GIJET), 2024, v. 10, n. 2,Part 4, p. 5317
- By:
- Publication type:
- Article
Institutions and Lagging Development: The Case of the Don Army Region.
- Published in:
- Journal of Economic Issues, 2014, v. 48, n. 3, p. 727, doi. 10.2753/JEI0021-3624480307
- By:
- Publication type:
- Article
Asset Price Instability and Policy Responses: The Legacy of Liberalization.
- Published in:
- Journal of Economic Issues, 2006, v. 40, n. 3, p. 629, doi. 10.1080/00213624.2006.11506938
- By:
- Publication type:
- Article
Tracking 'Pure' Systematic Risk with Realized Betas for Bitcoin and Ethereum.
- Published in:
- Econometrics (2225-1146), 2023, v. 11, n. 3, p. 19, doi. 10.3390/econometrics11030019
- By:
- Publication type:
- Article
Accuracy of Capital Asset Pricing Model and Arbitrage Pricing Theory in Predicting Stock Return.
- Published in:
- Journal of Namibian Studies, 2023, v. 34, p. 1539
- By:
- Publication type:
- Article
A new test of factor model for asset returns: based on pleiotropy model.
- Published in:
- Quantitative Finance, 2025, v. 25, n. 1, p. 91, doi. 10.1080/14697688.2024.2440540
- By:
- Publication type:
- Article
Drawdown beta and portfolio optimization.
- Published in:
- Quantitative Finance, 2022, v. 22, n. 7, p. 1265, doi. 10.1080/14697688.2022.2037698
- By:
- Publication type:
- Article
A functional analysis approach to the static replication of European options.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 4, p. 637, doi. 10.1080/14697688.2020.1810857
- By:
- Publication type:
- Article
Resilience to the financial crisis in customer-supplier networks.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 8, p. 1409, doi. 10.1080/14697688.2019.1576918
- By:
- Publication type:
- Article
Marginal consistent dependence modelling using weak subordination for Brownian motions.
- Published in:
- Quantitative Finance, 2018, v. 18, n. 11, p. 1909, doi. 10.1080/14697688.2018.1439182
- By:
- Publication type:
- Article
Portfolio performance of linear SDF models: an out-of-sample assessment.
- Published in:
- Quantitative Finance, 2018, v. 18, n. 8, p. 1425, doi. 10.1080/14697688.2018.1429646
- By:
- Publication type:
- Article
Alternative to beta coefficients in the context of diffusions.
- Published in:
- Quantitative Finance, 2017, v. 17, n. 2, p. 275, doi. 10.1080/14697688.2016.1188214
- By:
- Publication type:
- Article
Losing sight of the trees for the forest? Attention allocation and anomalies.
- Published in:
- Quantitative Finance, 2016, v. 16, n. 11, p. 1679, doi. 10.1080/14697688.2016.1169311
- By:
- Publication type:
- Article
Beyond CAPM: estimating the cost of equity considering idiosyncratic risks.
- Published in:
- Quantitative Finance, 2016, v. 16, n. 8, p. 1273, doi. 10.1080/14697688.2015.1124136
- By:
- Publication type:
- Article
Theoretical decompositions of the cross-sectional dispersion of stock returns.
- Published in:
- Quantitative Finance, 2016, v. 16, n. 2, p. 169, doi. 10.1080/14697688.2015.1080853
- By:
- Publication type:
- Article
Investing in the size factor.
- Published in:
- Quantitative Finance, 2016, v. 16, n. 1, p. 85, doi. 10.1080/14697688.2015.1051098
- By:
- Publication type:
- Article
Path integral and asset pricing.
- Published in:
- Quantitative Finance, 2015, v. 15, n. 11, p. 1759, doi. 10.1080/14697688.2015.1052092
- By:
- Publication type:
- Article