Works matching DE "CAPITAL assets pricing model"
Results: 2171
A Study on the Cointegration Relationship between Selected Global Stock Markets and Gold and Silver Futures.
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- Cumhuriyet University Journal of Economics & Administrative Sciences / Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2025, v. 26, n. 1, p. 50, doi. 10.37880/cumuiibf.1516047
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Editorial Board Members' Collection Series: Journal of Risk and Financial Management.
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- 2025
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- Editorial
Employing behavioural portfolio theory for sustainable investment: Examining drawdown risks and ESG factors.
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- Investment Analysts Journal, 2025, v. 54, n. 1, p. 110, doi. 10.1080/10293523.2024.2375818
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- Article
Why Investors Want Risk.
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- Decision Analysis, 2025, v. 22, n. 1, p. 14, doi. 10.1287/deca.2024.0206
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- Article
Long-Term Skewness and Systemic Risk.
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- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 437, doi. 10.1093/jjfinec/nbr002
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A Dynamic Asset Pricing Model with Time-Varying Factor and Idiosyncratic Risk.
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- Journal of Financial Econometrics, 2009, v. 7, n. 3, p. 247, doi. 10.1093/jjfinec/nbp006
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- Article
Sorting, Firm Characteristics, and Time-varying Risk: An Econometric Analysis.
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- Journal of Financial Econometrics, 2008, v. 6, n. 1, p. 49, doi. 10.1093/jjfinec/nbm018
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WHAT DOES THE YIELD CURVE TELL US ABOUT EXCHANGE RATE PREDICTABILITY?
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- Review of Economics & Statistics, 2013, v. 95, n. 1, p. 185, doi. 10.1162/REST_a_00231
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- Article
DIVIDEND TAXES AND INTERNATIONAL PORTFOLIO CHOICE.
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- Review of Economics & Statistics, 2011, v. 93, n. 1, p. 266, doi. 10.1162/REST_a_00073
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ESTIMATING CAPITAL ASSET PRICE INDEXES.
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- Review of Economics & Statistics, 1997, v. 79, n. 2, p. 226, doi. 10.1162/003465397556818
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- Article
HOW RISKY IS R AND D? A FINANCIAL APPROACH.
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- Review of Economics & Statistics, 1990, v. 72, n. 2, p. 296, doi. 10.2307/2109719
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ESTIMATING THE MARGINAL RATE OF SUBSTITUTION IN THE INTERTEMPORAL CAPITAL ASSET PRICING MODEL.
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- Review of Economics & Statistics, 1989, v. 71, n. 3, p. 365, doi. 10.2307/1926892
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DIVIDEND POLICY IN PERSPECTIVE: CAN THEORY EXPLAIN BEHAVIOR?
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- Review of Economics & Statistics, 1988, v. 70, n. 4, p. 603, doi. 10.2307/1935823
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ASYMMETRIC INFORMATION, FINANCING CONSTRAINTS, AND INVESTMENT.
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- Review of Economics & Statistics, 1987, v. 69, n. 3, p. 481, doi. 10.2307/1925536
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RISK AND RETURN: CONSUMPTION BETA VERSUS MARKET BETA.
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- Review of Economics & Statistics, 1986, v. 68, n. 3, p. 452, doi. 10.2307/1926022
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- Article
ON THE RISK-ADJUSTED EFFECTIVE PROTECTION RATE.
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- Review of Economics & Statistics, 1984, v. 66, n. 2, p. 235, doi. 10.2307/1925824
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A CRITICAL EVALUATION OF THE MEASUREMENT OF CONGLOMERATE PERFORMANCE USING THE CAPITAL ASSET PRICING MODEL .
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- Review of Economics & Statistics, 1979, v. 61, n. 2, p. 292, doi. 10.2307/1924598
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A NOTE ON CONSISTENT ESTIMATION OF A CAPITAL MARKET EQUILIBRIUM.
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- Review of Economics & Statistics, 1979, v. 61, n. 1, p. 121, doi. 10.2307/1924839
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THE COST OF CAPITAL AND THE MARKET POWER OF FIRMS.
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- Review of Economics & Statistics, 1978, v. 60, n. 2, p. 209, doi. 10.2307/1924974
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A NOTE ON MARKET POWER AND RETURNS TO STOCKHOLDERS.
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- Review of Economics & Statistics, 1977, v. 59, n. 1, p. 108, doi. 10.2307/1924910
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THE CAPITAL ASSET PRICING MODEL AND THE INVESTMENT HORIZON.
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- Review of Economics & Statistics, 1977, v. 59, n. 1, p. 92, doi. 10.2307/1924908
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INVESTMENT HORIZON AND THE FUNCTIONAL FORM OF THE CAPITAL ASSET PRICING MODEL.
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- Review of Economics & Statistics, 1976, v. 58, n. 3, p. 356, doi. 10.2307/1924958
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DIVIDEND POLICY AND CAPITAL MARKET THEORY.
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- Review of Economics & Statistics, 1976, v. 58, n. 2, p. 181, doi. 10.2307/1924024
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CONGLOMERATE PERFORMANCE USING THE CAPITAL ASSET PRICING MODEL.
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- Review of Economics & Statistics, 1972, v. 54, n. 4, p. 357, doi. 10.2307/1924562
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WHAT IS THE EXPECTED RETURN ON THE MARKET?
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- Quarterly Journal of Economics, 2017, v. 132, n. 1, p. 367, doi. 10.1093/qje/qjw034
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Market imperfections and the capital asset pricing model: Some results from aggregate UK data.
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- Oxford Economic Papers, 1995, v. 47, n. 3, p. 453, doi. 10.1093/oxfordjournals.oep.a042181
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Numerical Studies on Asymptotics of European Option Under Multiscale Stochastic Volatility.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 4, p. 1075, doi. 10.1007/s11009-017-9553-8
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On Optimal Pricing Model for Multiple Dealers in a Competitive Market.
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- Computational Economics, 2019, v. 53, n. 1, p. 397, doi. 10.1007/s10614-017-9749-6
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Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model.
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- Computational Economics, 2017, v. 50, n. 2, p. 231, doi. 10.1007/s10614-016-9607-y
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On Asymmetric Market Model with Heteroskedasticity and Quantile Regression.
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- Computational Economics, 2017, v. 49, n. 1, p. 155, doi. 10.1007/s10614-015-9550-3
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Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity.
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- Computational Economics, 2012, v. 40, n. 1, p. 19, doi. 10.1007/s10614-011-9266-y
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The Incompleteness Problem of the APT Model.
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- Computational Economics, 2011, v. 38, n. 2, p. 129, doi. 10.1007/s10614-011-9255-1
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Approximate CAPM When Preferences are CRRA.
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- Computational Economics, 2007, v. 29, n. 1, p. 13, doi. 10.1007/s10614-006-9061-3
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An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models.
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- Computational Economics, 2003, v. 22, n. 2/3, p. 113, doi. 10.1023/A:1026177612385
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Editor's Preface.
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- 2003
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- Editorial
Recurrence Plot Analysis of Stock Market Based on CAPM Model and Stock Price Time Series.
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- Fluctuation & Noise Letters, 2023, v. 22, n. 1, p. 1, doi. 10.1142/S0219477523500062
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PREDICTION OF STOCK PRICES USING CAPITAL ASSET PRICING MODEL IN NIGERIAN STOCK MARKET.
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- Journal of Developing Economies (JDE), 2023, v. 8, n. 1, p. 80, doi. 10.20473/jde.v8i1.42956
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A class of fourth-order Padé schemes for fractional exotic options pricing model.
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- Electronic Research Archive, 2022, v. 30, n. 3, p. 1, doi. 10.3934/era.2022046
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Downside Risk Measures Incorporated in Islamic Capital Asset Pricing Model.
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- COMSATS Journal of Islamic Finance (CJIF), 2022, v. 7, n. 2, p. 21, doi. 10.26652/cjif.7202222
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Comparative Analysis of the Cost of Equity Measurement Models for Developing Countries.
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- Economics & Business (1987-5789), 2024, n. 2, p. 94, doi. 10.52340/eab.2024.16.02.06
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- Article
Analysis of deviations from Security Market Line in BSE 100 stocks.
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- Optimization: Journal of Research in Management, 2020, v. 12, n. 1, p. 17, doi. 10.24209/optimization.12.1.2020.1212
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تسعير الموجودات الراسمالية في اطار انموذجي (RCAPM)و) CAPM) بحث تطبيقي في عينة من الشركات المدرجة في مؤشر (Dow Jones 30).
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- Journal of Baghdad College of Economic Sciences University, 2019, n. 58, p. 79
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Modelo de Valoración de Activos Financieros (CAPM) aplicado al sector empresarial de Ecuador.
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- Retos, Revista de Ciencias Administrativas y Económicas, 2023, v. 13, n. 25, p. 113, doi. 10.17163/ret.n25.2023.08
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Calibration of the Heston stochastic local volatility model: A finite volume scheme.
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- International Journal of Financial Engineering, 2021, v. 8, n. 1, p. N.PAG, doi. 10.1142/S2424786320500486
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Weather derivatives for managing weather and climate risk in agriculture.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500498
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Globalization, Corporate Finance, and the Cost of Capital.
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- Journal of Applied Corporate Finance, 2022, v. 34, n. 1, p. 8, doi. 10.1111/jacf.12484
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- Article
What Cost of Capital Should You Use? The Market Has an Answer.
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- Journal of Applied Corporate Finance, 2016, v. 28, n. 3, p. 95, doi. 10.1111/jacf.12196
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Capital Deployment Roundtable: A Discussion of Corporate Investment and Payout Policy.
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- Journal of Applied Corporate Finance, 2014, v. 26, n. 4, p. 22, doi. 10.1111/jacf.12089
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Assessing Project Risk.
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- Journal of Applied Corporate Finance, 2012, v. 24, n. 3, p. 94, doi. 10.1111/j.1745-6622.2012.00393.x
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TESTING STOCK MARKET EFFICIENCY AND THE ASSET PRICING MODEL: SOME EVIDENCE FROM SRI LANKA.
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- Journal of Developing Areas, 2017, v. 51, n. 4, p. 317, doi. 10.1353/jda.2017.0104
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- Article