Results 181 to 190 of about 15,441 (215)

Capital Asset Pricing Model & Adjusted Capital Asset Pricing Model

SSRN Electronic Journal, 2010
Capital Asset Pricing Model, as one of the basic theories in finance and investment area, developed a model for estimation of expected rate of return and equity cost of capital. This model has many applications in the field of finance. Investors consider to various factors to choose and buy stocks. One of the most important factors is liquidity.
Ahmad Khalife Soltani, omid eslamzade, Saeid Nooryan   +2 more
openaire   +1 more source

An Adjustment Cost Model of Asset Pricing

International Economic Review, 1987
An intertemporal asset-pricing model is constructed incorporating an explicit adjustment-cost technology. The capital stock can be altered by investment, but there are adjustment costs whi ch lower the marginal return of investment. In a model involving an i nfinitely-lived representative agent, it is shown how changes in adju stment costs influence ...
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A Review of Capital Asset Pricing Models

SSRN Electronic Journal, 2004
PurposeThe main aspect of security analysis is its valuation through a relationship between the security return and the associated risk. The purpose of this paper is to review the traditional capital asset pricing model (CAPM) and its variants adopted in empirical investigations of asset pricing.Design/methodology/approachPricing models are discussed ...
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HEAT KERNEL MODELS FOR ASSET PRICING

International Journal of Theoretical and Applied Finance, 2014
A heat kernel approach is proposed for the development of a novel method for asset pricing over a finite time horizon. We work in an incomplete market setting and assume the existence of a pricing kernel that determines the prices of financial instruments. The pricing kernel is modeled by a weighted heat kernel driven by a multivariate Markov process.
openaire   +2 more sources

Asset Pricing Models

2023
Siddhartha Pratim Chakrabarty, Ankur Kanaujiya   +1 more
openaire   +2 more sources

A Multiperiod Equilibrium Asset Pricing Model

Econometrica, 1978
Stapleton, R C, Subrahmanyam, Marti G
openaire   +1 more source

Diagnostics for asset pricing models

Financial Management, 2023
Guofu Zhou
exaly  

Autoencoder asset pricing models

Journal of Econometrics, 2021
Bryan Kelly, Dacheng Xiu
exaly  

The evolution of capital asset pricing models

Review of Quantitative Finance and Accounting, 2013
Sheng-Syan Chen, Cheng-Few Lee, Chen Sheng-Syan   +2 more
exaly  

Asset pricing models

2006
openaire   +1 more source