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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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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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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.
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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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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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Testing Agency Model in Capital Asset Pricing [PDF]
تحقیقات مالی, 2017 A new area in capital asset pricing is violation of direct investment assumption leading to agency CAPM. The aim of this study is to make a comparative analysis between direct and agency capital asset pricing models.
Hossein Rezaei Dolat Abadi +2 more
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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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Analysis of Conditional Capital Asset Pricing Model with Time Variant Beta using Standard Capital Asset Pricing Model [PDF]
تحقیقات مالی, 2018 Objective: The aim of the present study is to analyze and test the power of Conditional Capital Asset Pricing Model (CAPM) with Time Variant Beta against Standard Capital Asset Pricing Model to find the better model to explain expected return of stocks ...
Saeed Fallahpour +2 more
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Prediction of Stock Prices Using Capital Asset Pricing Model in Nigerian Stock Market
JDE (Journal of Developing Economies), 2023 The main intention of this study is to use the accounting data using CAPM to determine the stock prices/returns for the Nigerian capital market. In this study, the independent variable is the prediction of the stock prices and the dependent variable is ...
Muhammed Lamin Jabbi +1 more
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