Works matching DE "MATHEMATICAL models of capital"

Results: 225

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 Aggregate Production Function of the Finnish Economy in the Twentieth Century.

Published in:

Southern Economic Journal, 2010, v. 76, n. 3, p. 723, doi. 10.4284/sej.2010.76.3.723

By:

Luoma, Arto;
Luoto, Jani

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

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:

Lee, Wayne Y.;
Rao, Ramesh K. S.

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:

Grauer, Robert R.

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:

Wernerfelt, Birger

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:

Naylor, Thomas H.;
Tapon, Francis

Publication type:

Article

What Cost of Capital Should You Use? The Market Has an Answer.

Published in:

Journal of Applied Corporate Finance, 2016, v. 28, n. 3, p. 95, doi. 10.1111/jacf.12196

By:

Zolotoy, Leon;
John, Andrew

Publication type:

Article

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

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

Return Predictability of Higher-Moment CAPM Market Models.

Published in:

Journal of Business Finance & Accounting, 2008, v. 35, n. 7/8, p. 998, doi. 10.1111/j.1468-5957.2008.02102.x

By:

Hung, Chi-Hsiou

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

GARCH-Based Identification of Triangular Systems with an Application to the CAPM: Still Living with the Roll Critique.

Published in:

Research Review, 2007, n. 7, p. 12

By:

Prono, Todd

Publication type:

Article

Alternative Measures of the Federal Reserve Banks' Cost of Equity Capital.

Published in:

Research Review, 2005, n. 4, p. 4

By:

Barnes, Michelle L.;
Lopez, Jose A.

Publication type:

Article

Managing the Monetary Consequences of Reserve Accumulation in Emerging Asia.

Published in:

Global Economic Review, 2008, v. 37, n. 2, p. 171, doi. 10.1080/12265080802021185

By:

Ouyang, AliceY.;
Rajan, RamkishenS.;
Willett, Tom

Publication type:

Article

Spatial inequality, globalization, and footloose capital.

Published in:

Economic Theory, 2013, v. 53, n. 1, p. 213, doi. 10.1007/s00199-011-0686-7

By:

Takahashi, Toshiaki;
Takatsuka, Hajime;
Zeng, Dao-Zhi

Publication type:

Article

IMPROVEMENT OF NUMERICAL METHODS OF APPROXIMATION AND ADJUSTMENT IN ECONOMETRICS USED IN THE FARMING ECONOMY AND MANAGEMENT.

Published in:

Bulletin of the University of Agricultural Sciences & Veterinary Medicine Cluj-Napoca. Horticulture, 2008, v. 65, n. 2, p. 472

By:

C., VEJIA;
VESA, I.;
HANDREA, M.;
OPREA, I.

Publication type:

Article

IMPROVEMENT OF NUMERICAL METHODS OF APPROXIMATION AND ADJUSTMENT IN ECONOMETRICS USED IN THE FARMING ECONOMY AND MANAGEMENT.

Published in:

Bulletin of the University of Agricultural Sciences & Veterinary Medicine Cluj-Napoca. Horticulture, 2008, v. 65, n. 2, p. 473

By:

C., VEJIA;
VESA, I.;
HANDREA, M.;
OPREA, I.

Publication type:

Article

CONTEXTS OF OPTIMUM IN ECONOMICAL DEVELOPMENT AND FARMING MANAGEMENT. THE INFLUENCE OF TECHNICAL PROGRESS. MATHEMATICAL MODELING.

Published in:

Bulletin of the University of Agricultural Sciences & Veterinary Medicine Cluj-Napoca. Horticulture, 2008, v. 65, n. 2, p. 444

By:

HANDREA, Mihaela;
VESA, I.;
HANDREA, M.

Publication type:

Article

CONTEXTS OF OPTIMUM IN ECONOMICAL DEVELOPMENT AND FARMING MANAGEMENT. THE INFLUENCE OF TECHNICAL PROGRESS. MATHEMATICAL MODELING.

Published in:

Bulletin of the University of Agricultural Sciences & Veterinary Medicine Cluj-Napoca. Horticulture, 2008, v. 65, n. 2, p. 445

By:

HANDREA, Mihaela;
VESA, I.;
HANDREA, M.

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

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

The Capital Asset Pricing Model as a General Equilibrium With Incomplete Markets.

Published in:

GENEVA Papers on Risk & Insurance - Theory, 1990, v. 15, n. 1, p. 55, doi. 10.1007/BF01498460

By:

Geanakoplos, John;
Shubik, Martin

Publication type:

Article

A DUAL CONCEPT AND ASSOCIATED ALGORITHM IN MEAN-VARIANCE PORTFOLIO ANALYSIS.

Published in:

Management Science, 1976, v. 23, n. 4, p. 423, doi. 10.1287/mnsc.23.4.423

By:

Bowden, Roger J.

Publication type:

Article

CAPITAL EQUIPMENT ANALYSIS: THE REQUIRED RATE OF PROFIT.

Published in:

Management Science, 1956, v. 3, n. 1, p. 102, doi. 10.1287/mnsc.3.1.102

By:

Gordon, Myron J.;
Shapiro, Eli

Publication type:

Article

Capital and Wealth in the Twenty-First Century<sup>†</sup>.

Published in:

American Economic Review, 2015, v. 105, n. 5, p. 34, doi. 10.1257/aer.p20151057

By:

Weil, David N.

Publication type:

Article

Understanding International Prices: Customers as Capital.

Published in:

American Economic Review, 2012, v. 102, n. 1, p. 364, doi. 10.1257/aer.102.1.364

By:

Drozd, Lukasz A;
Nosal, Jaromir B

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

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

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

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

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

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