Results 31 to 40 of about 204,844 (307)

Role of human assets in measuring firm performance and its implication for firm valuation

Journal of Economic Structures, 2020
The purpose of the study is to evaluate the role of human asset in firm performance and its implication for firm valuation. To do so a modified five-factor model with human asset designed for capturing the size, value, profitability and investment in ...
Moinak Maiti, Darko Vuković
doaj   +1 more source

Evaluating asset pricing models with limited commitment using household consumption data [PDF]

, 2006
We evaluate the asset pricing implications of a class of models in which risk sharing is imperfect because of the limited enforcement of intertemporal contracts.
Krueger, Dirk, Lustig, Hanno, Perri, Fabrizio   +2 more
core   +3 more sources

Asset pricing in macroeconomic models [PDF]

, 2003
Analysis of financial prices in macroeconomic models rests on two building blocks: the consumption-based asset pricing model and the structure of payoffs. This chapter studies how different modelling choices affect yield curves (real and nominal), risk premia on equity (levered or not), and options.
openaire   +3 more sources

The Earnings/Price Risk Factor in Capital Asset Pricing Models

Revista Contabilidade & Finanças, 2015
This article integrates the ideas from two major lines of research on cost of equity and asset pricing: multi-factor models and ex ante accounting models.
Rafael Falcão Noda, Roy Martelanc, Eduardo Kazuo Kayo   +2 more
doaj   +1 more source

Modelling Sector-Level Asset Prices [PDF]

Journal of Risk and Financial Management, 2017
We present a modelling approach for sector asset pricing studies that incorporates sector-level risk factors, subgroup portfolios, and structural breakpoint tests that are better at isolating the time-varying nature and the firm-specific component of returns.
Daniel J. Tulloch, Ivan Diaz-Rainey, I. M. Premachandra   +2 more
openaire   +3 more sources

On Devising Carbon Offset Investments by Multiple-Objective Portfolio Selection and Exploring Multiple-Objective Capital Asset Pricing Models

Mathematics
Humans 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, Jianing Huang, Zhujun Qi, Yingying Li   +3 more
doaj   +1 more source

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
doaj   +1 more source

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, Umar H. Siddiq, Rüdiger Zarnekow   +2 more
doaj   +1 more source

Filtering returns for unspecified biases in priors when testing asset pricing theory [PDF]

, 2004
Procedures are presented that allow the empiricist to estimate and test asset pricing models on limited-liability securities without the assumption that the historical payoff distribution provides a consistent estimate of the market's prior beliefs.
Bossaerts, Peter
core   +1 more source

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
doaj   +1 more source