Results 121 to 130 of about 199,597 (335)
Multifactor Capital Asset Pricing Models [PDF]
, 2014 In this dissertation I deal with three aspects of asset pricing. First, I analyze international bank stock returns and show the existence of a bank specific industry effect. Second, I explain parts of the size and the value factor of the Fama-French model by default and disaster risk.
openaire
Business Strategy and the Environment, EarlyView.ABSTRACT The blue economy has emerged as a key sector for linking sustainability and innovation, yet existing research has largely overlooked how firms operationalize these processes in practice. This study addresses that gap by asking: How do Portuguese blue economy firms embed sustainability‐oriented innovation (SOI) into their strategies, and what ...
Jennifer Nicole Elston +2 more
wiley +1 more source
On the mean-standard deviation frontier [PDF]
This paper presents a characterization of the mean standard deviation frontier (MSF) in terms of pricing and averaging securities and explores the geometry of these securities relative to the geometry of the MSF.
Eneas A. Caldiño
core
PENGGUNAAN METODE CAPITAL ASSET PRICING MODEL DALAM UPAYA MENENTUKAN PILIHAN BERINVESTASI PADA SAHAM YANG EFISIEN (Studi Pada Saham Perusahaan Makanan Dan Minuman Yang Terdaftar Di Bursa Efek Indonesia (BEI) Periode 2013-2015) [PDF]
, 2017 ABSTRAK Penelitian ini bertujuan untuk mengetahui bagaimana menilai harga saham pada perusahaan manufaktur menggunakan metode Capital Asset Pricing Model (CAPM) untuk menentukan keputusan investasi.
Yoga Renaldi Pradana, 114010199
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Corporate Management of Environmental, Social, and Governance Ratings and Rating Divergence
Business Strategy and the Environment, EarlyView.ABSTRACT As environmental, social, and governance (ESG) ratings increasingly influence investment and corporate decision‐making, companies face growing pressure to manage their ESG performance strategically. This study examines how firms navigate the fragmented ESG rating landscape marked by significant agency divergence. Based on a multiple‐case study
Selina Hauch
wiley +1 more source
Asset Pricing with Liquidity Risk [PDF]
This paper solves explicitly an equilibrium asset pricing model with liquidity risk -- the risk arising from unpredictable changes in liquidity over time.
Lasse Heje Pedersen, Viral V. Acharya
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Rating of Investments Funds Using the Capital Asset Pricing Model: Experience of Ukraine [PDF]
, 2019 Zoriana Matsuk +3 more
openalex +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how carbon accounting can be used to govern, not merely report, circular economy principles in shipping corporations. Grounded in institutional theory and aligned with the UN 2030 Agenda, this study introduces circular harmony as an accounting design principle: Circular interventions are embedded in a single well‐to‐wake ...
Assunta Di Vaio +2 more
wiley +1 more source
Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM? [PDF]
This paper focuses on inconsistencies arising from the use of NPV and CAPM for capital budgeting. It shows that (i) CAPM capital budgeting decision-making based on disequilibrium NPV is deductively inferred by the Capital Asset Pricing Model, (ii) the ...
Magni, Carlo Alberto
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Drawing on comparative institutional theory, we study the nature and magnitude of the effects of national environmental policies on corporate green innovation in developed versus emerging markets. Using a sample of 1831 listed firms in 34 countries from 2002 to 2020, we find that national environmental policies increase corporate green ...
Ivan Miroshnychenko +2 more
wiley +1 more source