Results 51 to 60 of about 107,784 (157)
USED MODELS AND CRITERIA FOR ASSET YIELDS EXPLANATION [PDF]
Revista Română de Statistică, 2012 There were compared two known models (CAPM and TPA resuting the model describing better, in case of Romania , cashings and variation of cashings for ensured guarantees.There were taken into account monthly cashings (1.01.2005-31.12.2010 period) of 60 ...
Florin Dan PIELEANU
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CAPM or APT? A Comparison of Two Asset Pricing Models for Malaysia
Malaysian Management Journal, 1999 This study uses monthly return data on 213 stocks listed on the main board of Kuala Lumpur Stock Exchange, Malaysia for the period September 1988 to June 1997 to compare two frequently cited asset pricing models: the capital asset pricing model, CAPM and
Cung Huck Khoon +2 more
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Borsa Istanbul Review, 2019 This paper studies the dynamics of the impact of currency fluctuation on Indian stock market by assessing the pricing of exchange rate risk during the period 2005–2016, specifically before and after financial crises.
Smita Mahapatra, Saumitra N. Bhaduri
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Programação dinâmica aplicada a finanças
Production, 1997 Este artigo mostra a aplicação da programação dinâmica estocástica e o seu uso em Finanças. Um dos objetivos mais usuais da teoria financeira é determinar a trajetória ou caminho ótimo para determinada variável.
Tara Keshar Nanda Baídya +1 more
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Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. [PDF]
PLoS One, 2023 Wu Q, Kuang X, Wu B, Xu X.
europepmc +1 more source
Jurnal Keuangan dan Perbankan, 2017 Investing in the stock market is one option for investors. Investment in ordinary shares was classified as longterminvestments to be able to provide added value and the risk for fixed income.
Mathius Tandiontong, Rusdin Rusdin
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Macroeconomic identification of the priced APT factors on the Johannesburg Stock Exchange
South African Journal of Business Management, 1996 Employing prespecified macroeconomic variables as potential priced factors, the Arbitrage Pricing Theory (APT) may be modelled as a non-linear seemingly unrelated regression with across equation restrictions.
Paul Van Rensburg
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Macroeconomic variables and the cross-section of Johannesburg Stock Exchange returns
South African Journal of Business Management, 2000 This study adopts the Chen, Roll Ross prespecified variable approach to priced arbitrage pricing theory factor (APT) identification on the Johannesburg Stock Exchange (JSE). It is observed that the dichotomy in the return generating processes underlying
Paul Van Rensburg
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Estudio de un portafolio en la frontera de media-desviación estándar no observable
Análisis Económico, 2005 En este artículo se demuestra que si un portafolio p está en la frontera generada por N instrumentos financieros, entonces el portafolio p está en la frontera generada por cualquier subconjunto de M (M < N) de los N instrumentos financieros y el mismo ...
Eneas A. Caldiño García
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Revista Finanzas y Política Económica, 2021 This paper compares the dimension reduction or feature extraction techniques, e.g., Principal Component Analysis, Factor Analysis, Independent Component Analysis and Neural Networks Principal Component Analysis, which are used as techniques for ...
Rogelio +2 more
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