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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
openalex +1 more source
On CAPM and Black-Scholes, differing risk-return strategies [PDF]
In their path-finding 1973 paper Black and Scholes presented two separate derivations of their famous option pricing partial differential equation (pde).
Gunaratne, Gemunu H. +1 more
core +1 more source
Dynamic Capabilities and Microfoundations to Overcome Barriers to Circular Economy Implementation
Business Strategy and the Environment, EarlyView.ABSTRACT The circular economy (CE) aims to reshape production models, aligning them with environmental and social goals. Recent analyses show that global economic systems in 2023 are recycling only 7.3% of their material usage. One reason is the existence of barriers to CE adoption at multiple levels, which in turn require appropriate dynamic ...
Stefano Franco, Ilaria Giannoccaro
wiley +1 more source
Environmental Policy and Governance, Volume 32, Issue 6, Page 546-559, December 2022., 2022 Abstract Halieutic resources and small‐scale fisheries are globally under stress due to global changes. This phenomenon has very strong impacts on the socioeconomic situation of vast coastal areas worldwide and of the communities living there, whose economies rely on the ocean.
Marco Alberio, Marina Soubirou
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study investigates the role of innovation portfolio structures in the relationship of ecological innovation and firm financial performance. We draw on the resource‐based view and the natural resource–based view to examine the effects of the depth and breadth of firms' ecological innovation assets (EIAs) while conceptually and empirically ...
Louisa Gropengießer‐Arlt +1 more
wiley +1 more source
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns [PDF]
This paper presents an empirical evaluation of recently proposed asset pricing models which extend the standard preference specification by a reference level of consumption.
Grammig, Joachim G., Schrimpf, Andreas
core
Business Strategy and the Environment, EarlyView.ABSTRACT The present study aims to inquire into the relationship between bank risk profile and ESG disclosure score. A sample of 50 listed banks from 28 European countries was analyzed in the timespan 2012–2018. Results revealed a positive relationship between bank risk and ESG disclosure score, confirming the likelihood of predatory banks increasing ...
Francesco Manta +4 more
wiley +1 more source
Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility [PDF]
, 2020 Tae‐Hwy Lee, Millie Yi Mao, Aman Ullah
openalex +1 more source
The Applicability of Classic Capital Asset Pricing Model in Chinese Stock Market [PDF]
, 2022 Zhiliang Chen
openalex +1 more source