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The Capital Asset Pricing Model [PDF]
Encyclopedia, 2021 The capital asset pricing model (CAPM) is an influential paradigm in financial risk management. It formalizes mean-variance optimization of a risky portfolio given the presence of a risk-free investment such as short-term government bonds.
James Ming Chen
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The Capital Asset Pricing Model [PDF]
Journal of Economic Perspectives, 2004 The Capital Asset Pricing Model (CAPM) revolutionized modern finance. Developed in the early 1960s by William Sharpe, Jack Treynor, John Lintner and Jan Mossin, the model provided the first coherent framework for relating the required return on an investment to the risk of that investment.
André F. Perold
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Cogent Economics & Finance, 2023 This study expands previous research by adding intellectual capital to the capital asset pricing model and deepening the measurement of intellectual capital using more comprehensive proxies.
Astrid Maharani, I Made Narsa
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Anchoring Adjusted Capital Asset Pricing Model [PDF]
SSRN Electronic Journal, 2015 What happens when the capital asset pricing model is adjusted for the anchoring and adjustment heuristic of Tversky and Kahneman [1974]? The surprising finding is that adjusting the capital asset pricing model for anchoring provides a plausible unified framework for understanding almost all of the key asset pricing anomalies.
Siddiqi, Hammad, Hammad Siddiqi
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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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Comparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE) [PDF]
مطالعات تجربی حسابداری مالی, 2010 The relation between risk and return, and capital asset pricing is the most basic topics in capital market. Capital Asset Pricing Model (CAPM) was suggested by Lintner and Sharpe in 1965 and has been reformed and criticized since.
F. Rostamian, Sh. Javanbakht
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The game-theoretic capital asset pricing model
International Journal of Approximate Reasoning, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Vladimir Vovk, Glenn Shafer
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Projective Capital Asset Pricing Model
Современные инновации, системы и технологии, 2022 This paper is interested in exploring the capabilities and limitations of investment decision making under uncertainty through the lens of Quantum Probabilities/formalism stand and will be focusing on the Capital Asset Pricing Model as use case.
A. Shabi
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Is Human Capital the Sixth Factor? Evidence from US Data [PDF]
ACRN Journal of Finance and Risk Perspectives, 2019 Problem/Relevance: Measuring the risk of an asset and the economic forces driving the price of the risk is a challenging task that preoccupied the asset pricing literature for decades.
Rahul Roy, Santhakumar Shijin
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Robust estimation in Capital Asset Pricing Model [PDF]
Journal of Applied Mathematics and Decision Sciences, 2000 Bian and Dickey (1996) developed a robust Bayesian estimator for the vector of regression coefficients using a Cauchy-type g-prior. This estimator is an adaptive weighted average of the least squares estimator and the prior location, and is of great robustness with respect to at-tailed sample distribution.
Wong, W.-K., Bian, G.
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