Works matching DE "MATHEMATICAL models of capital"

Results: 225

PUBLIC CAPITAL AND PRIVATE PRODUCTIVITY.

Published in:

Review of Economics & Statistics, 1997, v. 79, n. 2, p. 267, doi. 10.1162/003465397556629

By:

Vijverberg, Wim P. M.;
Vijverberg, Chu-ping C.;
Gamble, Janet L.

Publication type:

Article

HOW RISKY IS R AND D? A FINANCIAL APPROACH.

Published in:

Review of Economics & Statistics, 1990, v. 72, n. 2, p. 296, doi. 10.2307/2109719

By:

Wedig, Gerard J.

Publication type:

Article

ESTIMATING THE MARGINAL RATE OF SUBSTITUTION IN THE INTERTEMPORAL CAPITAL ASSET PRICING MODEL.

Published in:

Review of Economics & Statistics, 1989, v. 71, n. 3, p. 365, doi. 10.2307/1926892

By:

Scott, Louis O.

Publication type:

Article

RISK AND RETURN: CONSUMPTION BETA VERSUS MARKET BETA.

Published in:

Review of Economics & Statistics, 1986, v. 68, n. 3, p. 452, doi. 10.2307/1926022

By:

Mankiw, N. Gregory;
Shapiro, Matthew D.

Publication type:

Article

A NOTE ON CONSISTENT ESTIMATION OF A CAPITAL MARKET EQUILIBRIUM.

Published in:

Review of Economics & Statistics, 1979, v. 61, n. 1, p. 121, doi. 10.2307/1924839

By:

Marshall, William J.

Publication type:

Article

INVESTMENT HORIZON AND THE FUNCTIONAL FORM OF THE CAPITAL ASSET PRICING MODEL.

Published in:

Review of Economics & Statistics, 1976, v. 58, n. 3, p. 356, doi. 10.2307/1924958

By:

Lee, Cheng F.

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

The International Transmission of Monetary Policy in a Dollar Pricing Model.

Published in:

Open Economies Review, 2010, v. 21, n. 5, p. 629, doi. 10.1007/s11079-008-9105-5

By:

Tervala, Juha

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

Do states optimize? Public capital and economic growth.

Published in:

Annals of Regional Science, 2000, v. 34, n. 3, p. 343, doi. 10.1007/s001689900016

By:

Aschauer, David Alan

Publication type:

Article

Industrial Structures Components of Finance Theory's CAPM.

Published in:

Review of Industrial Organization, 1992, v. 7, n. 3/4, p. 361, doi. 10.1007/BF00353402

By:

Greenhut, John G.

Publication type:

Article

Dollars Dollars Everywhere, Nor Any Dime to Lend: Credit Limit Constraints on Financial Sector Absorptive Capacity.

Published in:

Review of Financial Studies, 2010, v. 23, n. 12, p. 4281, doi. 10.1093/rfs/hhq091

By:

Khwaja, Asim Ijaz;
Mian, Atif;
Zia, Bilal

Publication type:

Article

The Market Portfolio May Be Mean/Variance Efficient After All.

Published in:

Review of Financial Studies, 2010, v. 23, n. 6, p. 2464, doi. 10.1093/rfs/hhp119

By:

Levy, Moshe;
Roll, Richard

Publication type:

Article

Biases in Decomposing Holding-Period Portfolio Returns.

Published in:

Review of Financial Studies, 2008, v. 21, n. 5, p. 2243, doi. 10.1093/rfs/hhl034

By:

Weimin Liu;
Strong, Norman

Publication type:

Article

A SYSTEM DYNAMICS MODEL OF INCOME DISTRIBUTION BETWEEN LABOR AND CAPITAL FOR TURKEY.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2018, v. 52, n. 4, p. 241, doi. 10.24818/18423264/52.4.18.16

By:

ARSLAN, Mehmet Oğuz;
ALTINOK, Hatice

Publication type:

Article

A CCAPM with Time-varying Betas and Its Applications in Chinese Stock Market.

Published in:

Journal of Systems Science & Information, 2006, v. 4, n. 3, p. 451

By:

Mingyuan Guo;
Shiying Zhang;
Guangyao Huo

Publication type:

Article

Prediction and Characteristic Analysis of Exchange Rate Fluctuations with Chaotic Dynamics.

Published in:

Journal of Systems Science & Information, 2005, v. 3, n. 1, p. 105

By:

Biao Ren;
Junhai Ma;
Ershi Qi

Publication type:

Article

The Effect of Long Term Dependence on Risk-Return Models of Common Stocks.

Published in:

Operations Research, 1979, v. 27, n. 5, p. 944, doi. 10.1287/opre.27.5.944

By:

Greene, Myron T.;
Fielitz, Bruce D.

Publication type:

Article

Chinese write-down bonds and bank capital structure.

Published in:

Quantitative Finance, 2018, v. 18, n. 9, p. 1543, doi. 10.1080/14697688.2018.1444559

By:

Meng, Hui;
Li, Ping;
Yu, Feihui

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:

Laghi, Enrico;
Di Marcantonio, Michele

Publication type:

Article

Beyond Mean-Variance: Performance Measurement in a Nonsymmetrical World.

Published in:

Financial Analysts Journal, 1999, v. 55, n. 1, p. 27, doi. 10.2469/faj.v55.n1.2239

By:

Leland, Hayne E.

Publication type:

Article

Forecasting the Size Effect.

Published in:

Financial Analysts Journal, 1989, v. 45, n. 3, p. 38, doi. 10.2469/faj.v45.n3.38

By:

Jacobs, Bruce I.;
Levy, Kenneth N.

Publication type:

Article

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

Published in:

1979

By:

Ferguson, Robert

Publication type:

Editorial

THE CAPITAL ASSET PRICING MODEL: THEORY AND EMPIRICISM.

Published in:

Economic Journal, 1983, v. 93, n. 369, p. 145, doi. 10.2307/2232170

By:

Levy, Haim

Publication type:

Article

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

A robustness test of asset-pricing models using individual security returns.

Published in:

Applied Economics Letters, 2009, v. 16, n. 6, p. 629, doi. 10.1080/17446540802277179

By:

Limkriangkrai, Manapon;
Durand, RobertB.;
Watson, Iain

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

Cross-sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market.

Published in:

European Financial Management, 2007, v. 13, n. 5, p. 880, doi. 10.1111/j.1468-036X.2007.00401.x

By:

Schrimpf, Andreas;
Schröder, Michael;
Stehle, Richard

Publication type:

Article

An Intertemporal International Asset Pricing Model: Theory and Empirical Evidence.

Published in:

European Financial Management, 2005, v. 11, n. 2, p. 173, doi. 10.1111/j.1354-7798.2005.00281.x

By:

Chang, Jow-ran;
Errunza, Vihang;
Hogan, Ked;
Hung, Mao-wei

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

ESTIMATION OF THE COST OF EQUITY: A CHANCE OF A LOSS APPORACH.

Published in:

B>Quest, 2010, p. 1

By:

Amadi, W.

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

Long-term capital growth: the good and bad properties of the Kelly and fractional Kelly capital growth criteria.

Published in:

Quantitative Finance, 2010, v. 10, n. 7, p. 681, doi. 10.1080/14697688.2010.506108

By:

Maclean, Leonard C.;
Thorp, Edward O.;
Ziemba, William T.

Publication type:

Article

AnMod and DecSim: Two models of sequences of capital rationing decisions and their use in...

Published in:

Engineering Economist, 1996, v. 41, n. 3, p. 195, doi. 10.1080/00137919608967489

By:

R., Lohmann, Jack;
Robert V., Oakford,

Publication type:

Article

A QUANTITATIVE THEORY OF RISK PREMIUMS ON SECURITIES WITH AN APPLICATION TO THE TERM STRUCTURE OF INTEREST RATES.

Published in:

Econometrica, 1975, v. 43, n. 3, p. 431, doi. 10.2307/1914275

By:

Diffenbach, Bruce C.

Publication type:

Article

AN INTERTEMPORAL CAPITAL ASSET PRICING MODEL.

Published in:

Econometrica, 1973, v. 41, n. 5, p. 867, doi. 10.2307/1913811

By:

Merton, Robert C.

Publication type:

Article

THE EXISTENCE OF AGGREGATE PRODUCTION FUNCTIONS: COMMENT.

Published in:

Econometrica, 1971, v. 39, n. 2, p. 405

By:

Robinson, Joan

Publication type:

Article

Management's Valuation of Incentive Securities.

Published in:

Benefits Quarterly, 1992, v. 8, n. 1, p. 51

By:

O'Byrne, Stephen F.

Publication type:

Article

IS THE MEAN GINI CAPITAL ASSET PRICING MODEL TESTABLE?

Published in:

Journal of Business Finance & Accounting, 1992, v. 19, n. 2, p. 271, doi. 10.1111/j.1468-5957.1992.tb00624.x

By:

Okunev, John

Publication type:

Article

ESTIMATING A FIRM'S COST OF CAPITAL: AN OPTION PRICING APPROACH.

Published in:

Journal of Business Finance & Accounting, 1991, v. 18, n. 2, p. 281, doi. 10.1111/j.1468-5957.1991.tb00594.x

By:

Chi-Cheng Hsia

Publication type:

Article

VARIANCE AND LOWER PARTIAL MOMENT BETAS AS ALTERNATIVE RISK MEASURES IN COST OF CAPITAL ESTIMATION: A DEFENSE OF THE CAPM BETA.

Published in:

Journal of Business Finance & Accounting, 1990, v. 17, n. 5, p. 677, doi. 10.1111/j.1468-5957.1990.tb00567.x

By:

Homaifar, Ghassem;
Graddy, Duane B.

Publication type:

Article

AN EMPIRICAL EVALUATION OF THE INTERTEMPORAL CAPITAL ASSET PRICING MODEL: THE STOCK MARKET IN SPAIN.

Published in:

Journal of Business Finance & Accounting, 1989, v. 16, n. 5, p. 729, doi. 10.1111/j.1468-5957.1989.tb00050.x

By:

Rubio, Gonzalo

Publication type:

Article

CAPITAL ASSET PRICES AND THE FRIEDMAN HYPOTHESIS OF INFLATION.

Published in:

Journal of Business Finance & Accounting, 1986, v. 13, n. 4, p. 519, doi. 10.1111/j.1468-5957.1986.tb00515.x

By:

Burnie, David A.

Publication type:

Article

AN ARBITRAGE RATIONALE FOR TESTS OF MUTUAL FUND PERFORMANCE.

Published in:

Journal of Business Finance & Accounting, 1979, v. 6, n. 3, p. 373, doi. 10.1111/j.1468-5957.1979.tb01098.x

By:

Peasnell, K. V.;
Skerratt, L. C. L.;
Taylor, P. A.

Publication type:

Article

A NOTE ON VARIABLE TRANSACTIONS COSTS, THE CAPITAL ASSET PRICING MODEL AND THE CORPORATE DIVIDEND DECISION.

Published in:

Journal of Business Finance & Accounting, 1979, v. 6, n. 1, p. 9, doi. 10.1111/j.1468-5957.1979.tb01065.x

By:

Theobald, Michael

Publication type:

Article

MARKET IMPERFECTIONS AND THE CAPITAL ASSET PRICING MODEL.

Published in:

Journal of Business Finance & Accounting, 1977, v. 4, n. 3, p. 327, doi. 10.1111/j.1468-5957.1977.tb00717.x

By:

Turnbull, S.M.

Publication type:

Article

The Valuation of Stock Warrants: A Comment on the Bird Model.

Published in:

Journal of Business Finance & Accounting, 1975, v. 2, n. 3, p. 389, doi. 10.1111/j.1468-5957.1975.tb00950.x

By:

Skerratt, L. C. L.

Publication type:

Article

An Existence Proof for Equilibrium in a Capital Asset Market.

Published in:

Journal of Business Finance & Accounting, 1975, v. 2, n. 3, p. 349, doi. 10.1111/j.1468-5957.1975.tb00945.x

By:

Jones-Lee, M. W.;
Poskitt, D. S.

Publication type:

Article

Application of the Capital Asset Pricing Model to Multi-period Investments.

Published in:

Journal of Business Finance & Accounting, 1975, v. 2, n. 3, p. 327, doi. 10.1111/j.1468-5957.1975.tb00943.x

By:

Bierman Jr., Harold;
Smidt, Seymour

Publication type:

Article