Works matching DE "CAPITAL assets pricing model"

Results: 2216

Factor shares, inequality, and capital flows.

Published in:

Southern Economic Journal, 2015, v. 82, n. 2, p. 647, doi. 10.1002/soej.12035

By:

Zuleta, Hernando

Publication type:

Article

Dynamic Scoring in a Romer-Style Economy.

Published in:

Southern Economic Journal, 2015, v. 81, n. 3, p. 697, doi. 10.4284/0038-4038-2014.064

By:

Scrimgeour, Dean

Publication type:

Article

Depreciated Depreciation Methods? Alternatives to Sraffa’s Take on Fixed Capital.

Published in:

Review of Political Economy, 2016, v. 28, n. 4, p. 566, doi. 10.1080/09538259.2016.1222786

By:

Keil, Jan

Publication type:

Article

A CRITICAL EVALUATION OF THE MEASUREMENT OF CONGLOMERATE PERFORMANCE USING THE CAPITAL ASSET PRICING MODEL .

Published in:

Review of Economics & Statistics, 1979, v. 61, n. 2, p. 292, doi. 10.2307/1924598

By:

Brenner, Menachem;
Downes, David H.

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

THE COST OF CAPITAL AND THE MARKET POWER OF FIRMS.

Published in:

Review of Economics & Statistics, 1978, v. 60, n. 2, p. 209, doi. 10.2307/1924974

By:

Sullivan, Timothy G.

Publication type:

Article

A NOTE ON MARKET POWER AND RETURNS TO STOCKHOLDERS.

Published in:

Review of Economics & Statistics, 1977, v. 59, n. 1, p. 108, doi. 10.2307/1924910

By:

Sullivan, Timothy G.

Publication type:

Article

THE CAPITAL ASSET PRICING MODEL AND THE INVESTMENT HORIZON.

Published in:

Review of Economics & Statistics, 1977, v. 59, n. 1, p. 92, doi. 10.2307/1924908

By:

Levhari, David;
Levy, Haim

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

DIVIDEND POLICY AND CAPITAL MARKET THEORY.

Published in:

Review of Economics & Statistics, 1976, v. 58, n. 2, p. 181, doi. 10.2307/1924024

By:

Bar-Yosef, Sasson;
Kolodny, Richard

Publication type:

Article

CONGLOMERATE PERFORMANCE USING THE CAPITAL ASSET PRICING MODEL.

Published in:

Review of Economics & Statistics, 1972, v. 54, n. 4, p. 357, doi. 10.2307/1924562

By:

Weston, J. Fred;
Smith, Keith V.;
Shrieves, Ronald E.

Publication type:

Article

Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing.

Published in:

Review of Economic Studies, 1998, v. 65, n. 2, p. 341, doi. 10.1111/1467-937x.00047

By:

Kim, Chongmin

Publication type:

Article

Asset Market Equilibrium with Short-Selling.

Published in:

Review of Economic Studies, 1989, v. 56, n. 3, p. 467, doi. 10.2307/2297559

By:

Nielsen, LarsTyge

Publication type:

Article

Sticky Goods Prices, Flexible Asset Prices, Monopolistic Competition, and Monetary Policy.

Published in:

Review of Economic Studies, 1986, v. 53, n. 3, p. 385, doi. 10.2307/2297635

By:

Svensson, Lars E. O.

Publication type:

Article

Optimal Nonuniform Prices.

Published in:

Review of Economic Studies, 1984, v. 51, n. 2, p. 305, doi. 10.2307/2297694

By:

Goldman, M. Barry;
Leland, Hayne E.;
Sibley, David S.

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:

Smoluk, H.J.;
Neveu, Raymond P.

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:

Thompson, James R.;
Baggett, L. Scott;
Wojciechowski, William C.;
Williams, Edward E.

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

The CAPM, National Stock Market Betas, and Macroeconomic Covariates: a Global Analysis.

Published in:

Open Economies Review, 2020, v. 31, n. 4, p. 787, doi. 10.1007/s11079-020-09579-2

By:

Curran, Michael;
Velic, Adnan

Publication type:

Article

Market risk in carbon market: an empirical analysis of the EUA and sCER.

Published in:

Natural Hazards, 2015, v. 75, p. 333, doi. 10.1007/s11069-014-1309-y

By:

Tang, Bao-jun;
Shen, Cheng;
Zhao, Yi-fan

Publication type:

Article

Downside Risk Measures Incorporated in Islamic Capital Asset Pricing Model.

Published in:

COMSATS Journal of Islamic Finance (CJIF), 2022, v. 7, n. 2, p. 21, doi. 10.26652/cjif.7202222

By:

Ayub, Usman;
Raza, Naveed;
Mujtaba, Ghulam;
Masih, Mansur;
saleem, Usama;
Shafique, Attayah

Publication type:

Article

Market beta coefficient and enterprise risk management: A literature review.

Published in:

Research Papers in Economics & Finance, 2023, v. 7, n. 1, p. 67, doi. 10.18559/ref.2023.1.194

By:

Skorupski, Mike

Publication type:

Article

Does the Conditional CAPM Work? Evidence from the Istanbul Stock Exchange.

Published in:

Emerging Markets Finance & Trade, 2011, v. 47, n. 4, p. 28, doi. 10.2753/REE1540-496X470402

By:

Yalçın, Atakan;
Ersşahin, Nuri

Publication type:

Article

The Effects of Open Space on Residential Property Values.

Published in:

Land Economics, 2002, v. 78, n. 4, p. 465, doi. 10.2307/3146847

By:

Irwin, Elena G.

Publication type:

Article

On the Use of Period-Average Stumpage Prices to Estimate Forest Asset Pricing Models.

Published in:

Land Economics, 1990, v. 66, n. 4, p. 379, doi. 10.2307/3146620

By:

Washburn, Courtland L.;
Binkley, Clark S.

Publication type:

Article

A Note on Uncertain Input Prices, Profit Risk, And The Rate-of-Return Regulated Firm.

Published in:

Land Economics, 1983, v. 59, n. 2, p. 247, doi. 10.2307/3146053

By:

Scott, Frank A.

Publication type:

Article

Modelo de Valoración de Activos Financieros (CAPM) aplicado al sector empresarial de Ecuador.

Published in:

Retos, Revista de Ciencias Administrativas y Económicas, 2023, v. 13, n. 25, p. 113, doi. 10.17163/ret.n25.2023.08

By:

Antonio Reyes-Clavijo, Marco;
Gabriel Pinos-Luzuriaga, Luis;
Felipe Orellana-Osorio, Iván;
Bernardo Tonon-Ordóñez, Luis

Publication type:

Article

On the Predictability of Stock Market Returns: Evidence from Industry-Rotation Strategies.

Published in:

Journal of Business & Management, 2008, v. 14, n. 2, p. 149, doi. 10.1504/jbm.2008.141165

By:

Grauer, Robert R.

Publication type:

Article

Portfolios Theories and the Management of Customized Domestic Equity Funds: Pedagogy.

Published in:

Journal of Business & Management, 2006, v. 12, n. 1, p. 25, doi. 10.1504/jbm.2006.141138

By:

Rhee, Thomas A.

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

The effect of environmental and social performance on the stock performance of European corporations.

Published in:

Environmental & Resource Economics, 2007, v. 37, n. 4, p. 661, doi. 10.1007/s10640-007-9082-y

By:

Ziegler, Andreas;
Schröder, Michael;
Rennings, Klaus

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:

Biswas, Tania;
Idrisi, Mohammad Imran

Publication type:

Article

Managing Information Technology Investment Risk: A Real Options Perspective.

Published in:

Journal of Management Information Systems, 2002, v. 19, n. 2, p. 43, doi. 10.1080/07421222.2002.11045726

By:

Benaroch, Michel

Publication type:

Article

Realized Jump Risk and Equity Return in China.

Published in:

Discrete Dynamics in Nature & Society, 2014, p. 1, doi. 10.1155/2014/721635

By:

Guojin Chen;
Xiaoqun Liu;
Peilin Hsieh;
Xiangqin Zhao

Publication type:

Article

Updating Wealth in an Asset Pricing Model with Heterogeneous Agents.

Published in:

Discrete Dynamics in Nature & Society, 2010, p. 1, doi. 10.1155/2010/676317

By:

Brianzoni, Serena;
Mammana, Cristiana;
Michetti, Elisabetta

Publication type:

Article

Time Dependence of CAPM Betas on the Choice of Interval Frequency and Return Timeframes: Is There an Optimum?

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 11, p. 520, doi. 10.3390/jrfm15110520

By:

Agrrawal, Pankaj;
Gilbert, Faye W.;
Harkins, Jason

Publication type:

Article

Carry Trade and Capital Market Returns in South Africa.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 11, p. 498, doi. 10.3390/jrfm15110498

By:

Bonga-Bonga, Lumengo;
Rangoanana, Sefora Motena

Publication type:

Article

An Extended Fama-French Multi-Factor Model in Direct Real Estate Investing.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 9, p. N.PAG, doi. 10.3390/jrfm15090390

By:

Yiu, Chung-Yim;
Xiong, Chuyi;
Cheung, Ka-Shing

Publication type:

Article

Further Tests of the ZCAPM Asset Pricing Model.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 3, p. 137, doi. 10.3390/jrfm15030137

By:

Kolari, James W.;
Huang, Jianhua Z.;
Liu, Wei;
Liao, Huiling

Publication type:

Article

Predictors of Excess Return in a Green Energy Equity Portfolio: Market Risk, Market Return, Value-at-Risk and or Expected Shortfall?

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 2, p. N.PAG, doi. 10.3390/jrfm15020080

By:

Abraham, Rebecca;
El-Chaarani, Hani;
Tao, Zhi

Publication type:

Article

Impacts of Infectious Disease Outbreaks on Firm Performance and Risk: The Forest Industries during the COVID-19 Pandemic.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 7, p. 1, doi. 10.3390/jrfm14070318

By:

Størdal, Ståle;
Lien, Gudbrand;
Trømborg, Erik

Publication type:

Article

Financial Risk and Better Returns through Smart Beta Exchange-Traded Funds?

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 7, p. 1, doi. 10.3390/jrfm14070283

By:

Bowes, Jordan;
Ausloos, Marcel

Publication type:

Article

Role of International Trade Competitive Advantage and Corporate Governance Quality in Predicting Equity Returns: Static and Conditional Model Proposals for an Emerging Market.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 3, p. 1, doi. 10.3390/jrfm14030125

By:

Muzir, Erol;
Kizil, Cevdet;
Ceylan, Burak

Publication type:

Article

Models for Expected Returns with Statistical Factors.

Published in:

Journal of Risk & Financial Management, 2020, v. 13, n. 12, p. 1, doi. 10.3390/jrfm13120314

By:

Cueto, José Manuel;
Grané, Aurea;
Cascos, Ignacio

Publication type:

Article

Robust Inference in the Capital Asset Pricing Model Using the Multivariate t-Distribution.

Published in:

Journal of Risk & Financial Management, 2020, v. 13, n. 6, p. 1, doi. 10.3390/jrfm13060123

By:

Galea, Manuel;
Cademartori, David;
Curci, Roberto;
Molina, Alonso

Publication type:

Article

Do Diamond Stocks Shine Brighter than Diamonds?

Published in:

Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020079

By:

Jotanovic, Vera;
D'Ecclesia, Rita Laura

Publication type:

Article

Contribution to the Valuation of BRVM's Assets: A Conditional CAPM Approach.

Published in:

Journal of Risk & Financial Management, 2019, v. 12, n. 1, p. 1, doi. 10.3390/jrfm12010027

By:

Cisse, Mamadou;
Konte, Mamadou Abdoulaye;
Toure, Mohamed;
Assani, Ismael Afolabi

Publication type:

Article

Credit Rating and Pricing: Poles Apart.

Published in:

Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020027

By:

Blöchlinger, Andreas

Publication type:

Article

Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM.

Published in:

Mexican Journal of Economics & Finance / Revista Mexicana de Economia y Finanzas, 2021, v. 16, n. 2, p. 1, doi. 10.21919/remef.v16i2.589

By:

Trejo Becerril, Bárbara Ruth;
David, Alberto Gallegos

Publication type:

Article

A COMPARISON OF CAPM AND FAMA-FRENCH THREE-FACTOR MODEL UNDER MACHINE LEARNING APPROACHING.

Published in:

Journal of Eastern European & Central Asian Research, 2023, v. 10, n. 7, p. 1100, doi. 10.15549/jeecar.v10i7.1402

By:

Bui Thanh Khoa;
Tran Trong Huynh

Publication type:

Article