Jurnal Ekonomi & Studi Pembangunan, 2018 This research attempts to analyze risk and stock return of consumer sector and construction sector at Indonesian Stock Exchange. This research used the documentation method to collect the data. Data has been taken from Bloomberg Terminal.
Christian Christian, Rinaldi Rustam
doaj
Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application [PDF]
, 2009 James B. McDonald +2 more
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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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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
The Capital Asset Pricing Model: An Application on the Efficiency of Financing Higher Public Education in Egypt [PDF]
In the Markowitz (1952) mean-variance model as well as the Capital Asset Pricing Model of Sharpe (1964) and Lintner (1965) agents make their investment decisions based solely on the expected return and variance.
Nevine Mokhtar Eid
core
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
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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Downside Beta and Downside Gamma: In Search for a Better Capital Asset Pricing Model [PDF]
, 2021 Madiha Kazmi +3 more
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Stock Return Prediction based on a Functional Capital Asset Pricing Model [PDF]
arXivThe capital asset pricing model (CAPM) is readily used to capture a linear relationship between the daily returns of an asset and a market index. We extend this model to an intraday high-frequency setting by proposing a functional CAPM estimation approach.
arxiv
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