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
openalex +1 more source
Estimasi Parameter Capital Assets Pricing Model Dengan Metode Generalized Method of Moments Dalam Perhitungan Value At Risk [PDF]
, 2021 Diah Maghfiroh Wahyuni +2 more
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Imperfect capital markets and nominal wage rigidities [PDF]
Should monetary policy respond to asset prices? This paper analyzes a general equilibrium model with imperfect capital markets and rigid nominal wages.
Charles T. Carlstrom, Timothy S. Fuerst
core
Asset Prices with Overlapping Generations and Capital Accumulation: Tirole (1985) Revisited [PDF]
arXivWe revisit the classic paper of Tirole "Asset Bubbles and Overlapping Generations" (1985, Econometrica), which shows that the emergence of asset bubbles solves the capital over-accumulation problem. While Tirole's main insight holds with pure bubbles (assets without dividends), we argue that his original analysis with a dividend-paying asset contains ...
arxiv
Keputusan Berinvestasi dengan Menggunakan Metode Capital Asset Pricing Model (CAPM) pada Perusahaan Indeks LQ 45 Periode 2015 – 2019 [PDF]
, 2021 Elly Susanti +2 more
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Does National Culture Drive the Value Relevance of Nonfinancial Disclosure?
Business Strategy and the Environment, EarlyView.ABSTRACT The aim of this paper is to investigate the association between national culture and the value relevance of nonfinancial disclosure provided by listed firms in Germany, Spain, France, and Italy from 2018 to 2023. The results of Hierarchical Linear Model regressions show that, in countries where the national culture is characterized by greater ...
Raffaela Casciello +2 more
wiley +1 more source
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
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
Business Strategy and the Environment, EarlyView.ABSTRACT Research on business models for sustainability (BMfS) has primarily focused on the conceptual aspects and sustainability potential of BMfS rather than their actual impact. There is a need to understand whether BMfS have less environmental impact on society than conventional business models and in what context and conditions they can reduce ...
Emma Johnson, Oksana Mont
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT The financial sector plays an important yet ambivalent role in society's sustainability transition. Credit decisions have a substantial impact as they determine the allocation of large amounts of financial resources. This study applies the Framework for Strategic Sustainable Development as a lens to review literature and investigate practices ...
Jesko Schulte +3 more
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