Corrigendum to "An augmented capital asset pricing model using new macroeconomic determinants" [Heliyon 6 (10) October 2020 e05185]. [PDF]
Heliyon, 2020 Pham CD, Phuoc LT.
europepmc +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
core
Discounting rules for risky assets [PDF]
, 1993 This paper develops a new rule for calculating the discount rate to value risky projects. The rule works under any linear asset pricing model and any equilibrium theory of debt and taxes.
Myers, Stewart C., Ruback, Richard S.
core
Business Strategy and the Environment, EarlyView.ABSTRACT Manufacturing supply chains face an ever‐increasing risk of failing to address contentious social issues and achieve financial stability. Regrettably, previous studies highlight resources that provide few leaders in sustainable supply chain management (SSCM) with a competitive advantage over many other firms.
Yaw Agyabeng‐Mensah +3 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
Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application [PDF]
, 2009 James B. McDonald +2 more
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Climate Risk and Tax Avoidance of Climate‐Sensitive Firms
Business Strategy and the Environment, EarlyView.ABSTRACT This paper studies corporate tax behavior under increasing risks related to climate change. Using observations for China's listed firms in climate‐sensitive sectors from 2000 to 2020, our results highlight that tax avoidance has been employed to hedge climate change risks for climate‐sensitive firms, whereas we do not find climate risk‐induced
Hanmin Dong, Lin Zhang
wiley +1 more source
Application of Capital Asset Pricing Model Based on BP Neural Network in E-commerce Financing.
Comput Intell Neurosci, 2022 Geng G, Guan Z.
europepmc +1 more source
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
core
Aplicação do CAPM (Capital Asset Pricing Model) condicional por meio de métodos não-paramétricos para a economia brasileira: um estudo empírico do período 2002-2009 [PDF]
, 2010 Marcela Monteiro Galeno
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