Results 111 to 120 of about 1,266,518 (397)
Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market [PDF]
arXiv, 2020 We analyze multiline pricing and capital allocation in equilibrium no-arbitrage markets. Existing theories often assume a perfect complete market, but when pricing is linear, there is no diversification benefit from risk pooling and therefore no role for insurance companies.
arxiv
A New Test of the Three-Moment Capital Asset Pricing Model
Journal of Financial and Quantitative Analysis, 1989 This paper tests the Kraus-Litzenberger (1976) three-moment capital asset pricing model using Hansen's (1982) generalized method-of-moments (GMM). The GMM approach does not impose strong distributional assumptions on the asset returns.
K. Lim
semanticscholar +1 more source
AIChE Journal, EarlyView.Abstract Although thermally coupled distillation (TCD) exhibits strong energy efficiency, the possibility of utility cost savings remains debatable. TCD designs that do not consider vapor transport can underestimate costs, making section rearrangement crucial to find more operable configurations.
Anqing Wang +2 more
wiley +1 more source
Bayesian outlier detection in Capital Asset Pricing Model
, 2009 We propose a novel Bayesian optimisation procedure for outlier detection in the Capital Asset Pricing Model. We use a parametric product partition model to robustly estimate the systematic risk of an asset.
De Giuli, Maria Elena +2 more
core +1 more source
Australian Journal of Social Issues, EarlyView.Abstract Effective marginal tax rates are of interest to policymakers due to the concern that high rates lead to disincentives to work, particularly for secondary earners in couple families and single parents who pay personal income tax and lose government welfare payments as their private income increases.
Ben Phillips
wiley +1 more source
A survey on risk-return analysis [PDF]
This paper provides a review of the main features of asset pricing models. The review includes single-factor and multifactor models, extended forms of the Capital Asset Pricing Model with higher order co- moments, and asset pricing models conditional on ...
Don U.A. Galagedera
core
Asset Pricing Model Conditional on Up and Down Market for Emerging Market: The Case of Pakistan [PDF]
, 2015 This study proposes an asset pricing model conditional on up and down market for emerging market and tests its validity in Pakistan on individual stocks of Karachi Stock Exchange from July 2004 to December 2012.
Dars, Javaid +2 more
core +1 more source
ANALISIS PERBANDINGAN KEAKURATAN METODE CAPITAL ASSETS PRICING MODEL (CAPM) DAN ARBITRAGE PRICING THEORY (APT) DALAM MEMPREDIKSI RETURN SAHAM (STUDI KASUS SAHAM DI IDX30 PERIODE AGUSTUS 2015 – JULI 2018) [PDF]
, 2020 ABSTRAK Dewi Fitriyani Ariestianingsih, 2020. Analisis Perbandingan Keakuratan Metode Capital Assets Pricing Model (CAPM) Dan Arbitrage Pricing Theory (Apt) Dalam Memprediksi Return Saham (Studi Kasus Saham Di IDX30 Periode Agustus 2015 – Juli 2018).
Ariestianingsih, Dewi Fitriyani
core
CAPITAL ASSET PRICING MODEL DAN PERILAKU KEUANGAN: STRATEGI DALAM BERINVESTASI [PDF]
, 2023 Studi ini bertujuan untuk menyajikan bukti-bukti terkait perkembangan mengenai Capital Asset Pricing Model dan perilaku keuangan untuk mengatur strategi dalam berinvestasi. Penelitian ini merupakan jenis studi literatur.
Panjaitan, Raya
core +1 more source
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 +2 more
doaj +1 more source