Results 41 to 50 of about 5,583 (259)
MathematicsNobel Laureate Markowitz originates portfolio selection as the birth of modern finance. Nobel Laureate Sharpe implements portfolio selection and originates capital asset pricing models.
Yue Qi, Jianing Huang, Yixuan Zhu
doaj +1 more source
Explanation of Capital Asset pricing: Comparison between Models [PDF]
بررسیهای حسابداری و حسابرسی, 2010 In this paper, we will intend to introduce a new model of capital asset pricing model which is called Revised Capital Asset Pricing Model. First we calculate degree of economic leverage. We investigate five economical variables (Inflation rate, financial
Fraydon Rahnamay Roodposhti +1 more
doaj
European Option Pricing with Transaction Costs in Lévy Jump Environment
Abstract and Applied Analysis, 2014 The European option pricing problem with transaction costs is investigated for a risky asset price model with Lévy jump. By the aid of arbitrage pricing theory and the generalized Itô formula (which includes Poisson jump), the explicit solution to the ...
Jiayin Li, Huisheng Shu, Xiu Kan
doaj +1 more source
A Plug‐and‐Play Volume Minimizing Micromixer
Advanced Science, EarlyView.ABSTRACT Microscale fluid mixing has numerous applications where rapid and efficient mixing is required, including drug discovery, bio‐analysis and point‐of‐care diagnostics. Conventional soft lithography processes, however, make the integration of robust and reliable mixing difficult to implement in practice, especially across different flow rates ...
Kirill Kolesnik +3 more
wiley +1 more source
Workforce Shocks and Financial Markets: Asset Pricing Perspectives
International Journal of Financial StudiesWorkforce adjustments, such as mass layoffs, are significant corporate events that can influence stock returns and volatility, yet their broader asset-pricing implications remain underexplored.
Samreen Akhtar +4 more
doaj +1 more source
Disagreement and asset prices [PDF]
Journal of Financial Economics, 2014 Abstract How do differences of opinion affect asset prices? Do investors earn a risk premium when disagreement arises in the market? Despite their fundamental importance, these questions are among the most controversial issues in finance. In this paper, we use a novel data set that allows us to directly measure the level of disagreement among Wall ...
Bruce I. Carlin +2 more
openaire +1 more source
Advanced Science, EarlyView.Emissions of unintentionally produced persistent organic pollutants (UPOPs) and global warming are two major environmental challenges. But their governance has largely evolved in parallel, leaving the toxicity implications of climate‐driven industrial transitions poorly understood.
Yuxiang Sun +7 more
wiley +1 more source
Prediction of Stock Prices Using Capital Asset Pricing Model in Nigerian Stock Market
JDE (Journal of Developing Economies), 2023 The main intention of this study is to use the accounting data using CAPM to determine the stock prices/returns for the Nigerian capital market. In this study, the independent variable is the prediction of the stock prices and the dependent variable is ...
Muhammed Lamin Jabbi +1 more
doaj +1 more source
Asset prices and priceless assets
, 2014 Cette thèse étudie plusieurs aspects de la dynamique du rendement des actifs. Les trois premiers chapitres ont pour objet la formation des prix sur le marché de l'art. Le premier chapitre établit que les prix peuvent s'écarter temporairement, et de manière partiellement prévisible, de la valeur fondamentale.
openaire +3 more sources
Advanced Science, EarlyView.Laser‐induced graphene (LIG) provides a scalable, laser‐direct‐written route to porous graphene architecture with tunable chemistry and defect density. Through heterojunction engineering, catalytic functionalization, and intrinsic self‐heating, LIG achieves highly sensitive and selective detection of NOX, NH3, H2, and humidity, supporting next ...
Md Abu Sayeed Biswas +6 more
wiley +1 more source