Estimasi Parameter Capital Assets Pricing Model Dengan Metode Generalized Method of Moments Dalam Perhitungan Value At Risk [PDF]
, 2021 Diah Maghfiroh Wahyuni +2 more
openalex +1 more source
Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model [PDF]
In this paper, we first develop the modified maximum likelihood (MML) estimators for the multiple regression coefficients in linear model with the underlying distribution assumed to be symmetric, one of Student's t family.
Guorui Bian, Wing-Keung Wong
core
Why Context Matters in Industrial Energy Efficiency: A Framework for Electric Motor Systems
Business Strategy and the Environment, EarlyView.ABSTRACT Energy efficiency is one of the most effective means for achieving sustainability goals, yet its adoption, particularly in electric motor systems, remains limited. Insights into the dynamics between contextual elements and efficiency measures can lead to more informed decision‐making.
Davide Accordini +2 more
wiley +1 more source
Asset pricing, habit memory, and the labor market [PDF]
This article studies the asset pricing and the business cycle implications of habit formation in a production economy with capital adjustment costs and endogenous labor supply. A specification of internal habit in the mix of consumption and leisure which
Jaccard, Ivan
core
Business Strategy and the Environment, EarlyView.ABSTRACT Circularity brokers are intermediaries fostering the exchange of circular flows and represent a critical yet underexplored aspect of circular economy. Through social network theory, this paper examines how circularity brokers support creating circular supply chains.
Stella Viscardi, Claudia Colicchia
wiley +1 more source
The capital-asset-pricing model and arbitrage pricing theory: A unification
, 1997 M. Ali Khan, Yeneng Sun
openalex +1 more source
Validity of capital asset pricing model: evidence from Karachi stock exchange [PDF]
This study investigates the validity of Capital Asset Pricing (CAP) Model in Karachi stock exchange (KSE). The data of 387 companies of 30 different sectors on monthly, quarterly and semiannual basis are used. The Paired sample t- test is applied to find
Fahim, qazi +3 more
core +1 more source
Analisis Perbandingan Capital Asset Pricing Model (CAPM) dengan Three Factors Pricing Model dalam Mengestimasi Return Saham (Pada Saham Perusahaan Non Keuangan Yang Terdaftar di Bursa Efek Indonesia) [PDF]
, 2018 This study examines the factors that influence the estimation of stock returns and compare the two asset pricing models, the Capital Asset Pricing Model and the Three Factors Pricing Model and obtain asset pricing models that can provide better stock ...
, Zulfa Irawati, SE, M.Si. +1 more
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Business Strategy and the Environment, EarlyView.ABSTRACT Transitioning from linear flow resource management practices to a circular sanitation bioeconomy needs a transformative approach. In South Africa, the management of human excreta through resource recovery and reuse (RRR) has been widely researched and piloted.
William Musazura +2 more
wiley +1 more source
MathematicsThe capital asset pricing model (CAPM) is a foundational asset pricing model that is widely applied and holds particular significance in the globally influential Chinese stock market. This study focuses on the banking sector, enhancing the performance of
Bohan Zhao, Hong Yin, Yonghong Long
doaj +1 more source