Results 31 to 40 of about 15,441 (215)
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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Implied Volatility Structure in Turbulent and Long-Memory Markets
Frontiers in Applied Mathematics and Statistics, 2020 We consider fractional stochastic volatility models that extend the classic Black–Scholes model for asset prices. The models are general and motivated by recent empirical results regarding the behavior of realized volatility. While such models retain the
Josselin Garnier, Knut Sølna
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Towards Virtual 3D Asset Price Prediction Based on Machine Learning
Journal of Theoretical and Applied Electronic Commerce Research, 2022 Although 3D models are today indispensable in various industries, the adequate pricing of 3D models traded on online platforms, i.e., virtual 3D assets, remains vague.
Jakob J. Korbel +2 more
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Asset-pricing models: A case of Indian capital market
Cogent Economics & Finance, 2020 The asset-pricing models have been a fundamental area of research in finance due to its applicability in corporate finance and stock analysis. The present research attempted to evaluate the three popular asset-pricing models namely the capital asset ...
Khurshid Khudoykulov
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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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The Estimation of Risk Premia with Omitted Variable Bias: Evidence from China
Risks, 2023 The Chinese stock market is replete with numerous omitted variables that can introduce biases in the standard estimation of risk premiums when traditional linear asset pricing models are applied.
Jie Mao, Tianliang Xia
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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
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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
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Self-consistent asset pricing models [PDF]
Physica A: Statistical Mechanics and its Applications, 2007 We discuss the foundations of factor or regression models in the light of the self-consistency condition that the market portfolio (and more generally the risk factors) is (are) constituted of the assets whose returns it is (they are) supposed to explain.
Malevergne, Yannick, Sornette, Didier
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Data Envelopment Analysis and Multifactor Asset Pricing Models
International Journal of Financial Studies, 2020 Recent literature shows that market anomalies have significantly diminished, while research on market factors has largely improved the performance of asset pricing models.
Pablo Solórzano-Taborga +2 more
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