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ANALISIS SAHAM PT INDOSAT Tbk TERKAIT RENCANA BUY BACK PEMERINTAH
MIX: Jurnal Ilmiah Manajemen, 2015 .The study aims to analyze the value of buyback stock plan related to the acquisition of PT Indosat Tbk (ISAT). Counting reasonable price stock carried method Capital Asset Pricing Models (CAPM), Free Cash Flow to Equity (FCFE), Relative Valuation, and ...
A Zaenal Abidin
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On CAPM and Black-Scholes, differing risk-return strategies [PDF]
In their path-finding 1973 paper Black and Scholes presented two separate derivations of their famous option pricing partial differential equation (pde).
Gunaratne, Gemunu H. +1 more
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Robust Estimation and Forecasting of the Capital Asset Pricing Model [PDF]
In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution.
Guorui Bian +2 more
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Equilibrium Asset Pricing with Time-Varying Pessimism [PDF]
capital asset pricing;general equilibrium;uncertainty;financial risk;model misspecification;Knightian uncertainty;first order risk ...
Sbuelz, A., Trojani, F.
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An Analysis of the Impact of Selected Factors on the Bond Market
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2018 Exchange rate risk is important factor for the valuation of capital asset on international markets. According to the International Arbitrage Pricing Theory currency movements affect the prices of capital assets and associated risk premiums.
Blanka Francová
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Imperfect capital markets and nominal wage rigidities [PDF]
Should monetary policy respond to asset prices? This paper analyzes a general equilibrium model with imperfect capital markets and rigid nominal wages.
Charles T. Carlstrom, Timothy S. Fuerst
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CAPM (Capital Asset Pricing Model) with Stable Distribution
Jurnal Ilmu Dasar, 2010 In the classical finance theory, the CAPM models are developed using the Gaussian framework, that is, weassume the vector of returns can be modeled using the multivariate normal distribution.
Dedi Rosadi
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Beauty and the bulls: the investment characteristics of paintings [PDF]
An examination of the investment and consumption characteristics of the paintings market between 1971 and 1984, using the capital asset pricing model.Investments ; Capital assets pricing ...
Michael F. Bryan
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Multifactor Models Do Not Explain Deviations from the CAPM [PDF]
A number of studies have presented evidence rejecting the validity of the Capital Asset Pricing Model (CAPM). This evidence has spawned research into possible explanations.
A. Craig MacKinlay
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Intertemporal Asset Pricing: Preliminary Evidence from an Emerging Economy
The Lahore Journal of Business, 2013 In this paper, we test a simple Merton-style (1973) intertemporal capital asset pricing model (ICAPM) by allowing for time variations in certain key state variables for a sample of firms listed on the Karachi Stock Exchange.
Amna Rehman, Nawazish Mirza
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