Results 131 to 140 of about 282,456 (388)
Business Strategy and the Environment, EarlyView.ABSTRACT The UK regulatory framework mandates that firms report their social and environmental implications, ensuring that sustainability factors are incorporated into policy formulation, including dividend policies. For this reason, the study examined how sustainable finance of the firms listed on the London Stock Exchange impacts dividend policy. The
Richard Arhinful +3 more
wiley +1 more source
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
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
Business Strategy and the Environment, EarlyView.ABSTRACT With the growing regulatory interest in supply chain carbon footprint, we provide a foundation for future enquiry into the role of green supply chain management (GSCM) on carbon accounting. We conduct a systematic literature review on a final set of 113 articles published between 2010 and 2024 using the Web of Science (WoS) and Scopus ...
Millie Liew, June Cao
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
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
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
Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application [PDF]
, 2009 James B. McDonald +2 more
openalex +1 more source
Multifactor Models Do Not Explain Deviations from the CAPM [PDF]
A number of studies have presented evidence rejecting the validity of the Capital Asset Pricing Model (CAPM). This evidence has spawned research into possible explanations.
A. Craig MacKinlay
core
On the validity of the Capital Asset Pricing Model
THE LAHORE JOURNAL OF ECONOMICS, 2000 One of the most important developments of modern finance is the Capital Asset Pricing Model (CAPM) of Sharpe, Lintner and Mossin. Although the model has been the subject of several academic papers, it is still exposed to theoretical and empirical criticisms. The CAPM is based on Markowitz’s (1959) mean variance analysis.
openaire +1 more source