Results 91 to 100 of about 196,700 (250)

An investigation of a portfolio-loss under the CAPM [PDF]

We consider a portfolio built according to the Capital Market Line of the Capital-Asset-Pricing Model. The universe of asset classes include marketable shares and bonds only.
U. Spreitzer, V. Reznik
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ANALISIS INVESTASI SAHAM PADA PERUSAHAAN PERAIH PENGHARGAAN PROPERTY AWARD 2018 YANG LISTED DI BEI DENGAN MENGGUNAKAN CAPITAL ASSET PRICING MODEL

, 2020
Hadi Ahmad Sukardi
openalex   +2 more sources

Revisiting the Implications of Heterogeneity in Financial Market Participation for the C-CAPM [PDF]

Recent studies have explored the possibility that accounting for limited participation in financial markets, and in the stock market in particular, might rationalize the empirical inconsistency of the Consumption-based Capital Asset Pricing Model (C-CAPM)
Monica Paiella
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Analisis Perbandingan Capital Asset Pricing Model (CAPM) dengan Three Factors Pricing Model dalam Mengestimasi Return Saham (Pada Saham Perusahaan Non Keuangan Yang Terdaftar di Bursa Efek Indonesia) [PDF]

, 2018
This study examines the factors that influence the estimation of stock returns and compare the two asset pricing models, the Capital Asset Pricing Model and the Three Factors Pricing Model and obtain asset pricing models that can provide better stock ...
, Zulfa Irawati, SE, M.Si., Nofitasari, Maya   +1 more
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Analisis Metode Capital Asset Pricing Model Sebagai Dasar Pengambilan Keputusan Investasi Pada Perusahaan Perbankan Yang Terdaftar Di Bursa Efek Indonesia (BEI)

, 2021
Nia Nurhayati, Agus Mulyani, Muhammad Kurniawan, Ilhamsyah Ilhamsyah   +3 more
openalex   +2 more sources

Investment Decision Using Capital Asset Pricing Model [PDF]

, 2022
G. S. Nalini, Trinley Paldon
openalex   +1 more source

An Advanced Time-Varying Capital Asset Pricing Model via Heterogeneous Autoregressive Framework: Evidence from the Chinese Stock Market

Mathematics
The capital asset pricing model (CAPM) is a foundational asset pricing model that is widely applied and holds particular significance in the globally influential Chinese stock market. This study focuses on the banking sector, enhancing the performance of
Bohan Zhao, Hong Yin, Yonghong Long
doaj   +1 more source

Asset pricing, habit memory, and the labor market [PDF]

This article studies the asset pricing and the business cycle implications of habit formation in a production economy with capital adjustment costs and endogenous labor supply. A specification of internal habit in the mix of consumption and leisure which
Jaccard, Ivan
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Validity of Non-Standardized Form of Capital Asset Pricing Model in Pakistan

, 2011
Muhammad Irfan, Sarwat Afzal
openalex   +1 more source

Capital Gains and the Capital Asset Pricing Model

, 2001
This paper shows that, in the presence of differential taxation of ordinary income and capital gains, use of the Officer (1994) version of the Capital Asset Pricing Model can result in significant misestimation of the cost of equity capital.
Lally, Martin, van Zijl, Tony
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