Results 11 to 20 of about 5,992 (213)
Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing models. [PDF]
PLoS ONE, 2020 Most single-factor and multifactor asset pricing models constitute special cases of the consumption-based asset pricing theory, in which investors' marginal utility is the key determinant of asset prices.
Javier Rojo-Suárez +1 more
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Entropy-based financial asset pricing. [PDF]
PLoS ONE, 2014 We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model.
Mihály Ormos, Dávid Zibriczky
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Relative Entropy and Minimum-Variance Pricing Kernel in Asset Pricing Model Evaluation [PDF]
Entropy, 2020 Recent literature shows that many testing procedures used to evaluate asset pricing models result in spurious rejection probabilities. Model misspecification, the strong factor structure of test assets, or skewed test statistics largely explain this.
Javier Rojo-Suárez +1 more
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Cogent Economics & Finance, 2023 This study expands previous research by adding intellectual capital to the capital asset pricing model and deepening the measurement of intellectual capital using more comprehensive proxies.
Astrid Maharani, I Made Narsa
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Jurnal Pendidikan dan Kewirausahaan, 2022 Studi ini betujuan untuk menilai pengaruh intangible asset dan good corporate governance terhadap transfer pricing dengan tax avoidance sebagai variabel moderating.
Amalia Astiani Rizkillah +1 more
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BIBLIOMETRIC ANALYSIS OF SHARIAH COMPLIANT CAPITAL ASSET PRICING MODELS
Journal of Islamic Monetary Economics and Finance, 2023 This study conducts a bibliometric analysis of the literature on shariah compliant asset pricing based on Scopus-indexed publications. The data on publications are collected employing a search string encompassing various keywords related to Islamic ...
Nihal Touti, Asmâa Alaoui Taïb
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Journal of Statistical Software, 2014 We describe an R package for determining the optimal price of an asset which is perishable in a certain sense, given the intensity of customer arrivals and a time-varying price sensitivity function which speci?es the probability that a customer will ...
Rolf Turner +2 more
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Portefeuljebestuur, die kapitaalmarkprysmodel en verwante tegnieke
South African Journal of Business Management, 1990 The importance of risk management in business has long been recognised. The importance, assumptions and limitations of the Capital Asset Pricing Model is generally accepted and an elaborate introduction is therefore not necessary.
J. Van Zyl Smit
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Comparing Asset Pricing Factor Models under Multivariate t-Distribution: Evidence from China
Discrete Dynamics in Nature and Society, 2021 Factor models provide a cornerstone for understanding financial asset pricing; however, research on China’s stock market risk premia is still limited.
Xi Sun +5 more
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MathematicsHumans face environmental deterioration. Scholars have identified carbon dioxide as one of the culprits, and they emphasize carbon offset. Researchers are investigating carbon offset investments.
Yue Qi +3 more
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