Results 51 to 60 of about 5,992 (213)
Valuation of the Vulnerable Option Price Based on Mixed Fractional Brownian Motion
Discrete Dynamics in Nature and Society, 2018 The pricing problem of a kind of European vulnerable option was studied. The mixed fractional Brownian motion and the jump process were used to characterize the evolution of stock prices.
Yanmin Ouyang +2 more
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Developing "Multifactor Asset Pricing Models" Using Threshold Regression Approach and Credit Risk Factor [PDF]
تحقیقات مالیObjective This study aims to develop threshold asset pricing models to enhance the performance of common multi-factor models. Over the past thirty years, asset pricing models have evolved by incorporating pricing anomalies as new factors that previous ...
Hadi Gharehbaghii, Mahmoud Botshekan
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study examines interval selection in the Pasture, Rangeland, and Forage Rainfall Index (PRF‐RI) program and evaluates how uniform premium subsidy rates affect optimal interval selections. Using South Dakota as a case study, we show a trend of increasing selection of nonproduction intervals from 2013 to 2024, raising concerns about program
Whoi Cho, Matthew Diersen
wiley +1 more source
Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange
Cogent Economics & Finance, 2019 Volatility is an important component of asset pricing; an increase in volatility on markets can trigger changes in the risk distribution of financial assets.
Lorraine Rupande +2 more
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Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
A six-factor asset pricing model
Borsa Istanbul Review, 2018 The present study introduce the human capital component to the Fama and French five-factor model proposing an equilibrium six-factor asset pricing model.
Rahul Roy, Santhakumar Shijin
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Access to Finance and Innovation in the Canadian Food Processing
Agribusiness, EarlyView.ABSTRACT Innovation is a presumed channel through which finance affects productivity, yet there is limited research testing the relationship between finance and innovation in the food manufacturing sector. The purpose of the paper is to explore the determinants (e.g., financing, R&D, firm size, expenditure on innovation) of the adoption of innovation ...
Getu Hailu, Deepananda Herath
wiley +1 more source
Food Tastes in the United States: Convergence or Divergence?
Agribusiness, EarlyView.ABSTRACT This study investigates how food consumption tastes have changed in recent decades across the United States. Using NielsenIQ data for over 77 million transactions, there is evidence of divergence in food tastes across regions from 2007 to 2016 and across households of different income, education, and race/ethnicity groups.
Michael DeDad
wiley +1 more source
Jurnal Analisis Bisnis Ekonomi, 2016 Penelitian ini menerapkan secara langsung Capital Asset Pricing Model (CAPM) dan stochastic dominance untuk memecahkan masalah pemilihan portofolio. Adapun tujuan dari penelitian ini adalah untuk mengetahui perbedaan tingkat return dan risiko portofolio ...
Lilik Andriyani +2 more
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The Value Premium in Capital Asset Pricing; the Case of Tehran Stock Exchange [PDF]
تحقیقات مالی, 2006 Capital Asset Pricing, as one of the basic theories in finance and investment area, develop a model for estimation of expected rate of return and equity cost of capital. This model has many applications in the field of finance.
محمداسماعیل فدائینژاد +1 more
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