Results 191 to 200 of about 278,280 (389)

Performance and Risk Comparison Analysis of Optimal Portfolio of Shares LQ-45 Using Single Index Model and Capital Asset Pricing Model August 2017 – January 2020 Period

, 2021
Dikri Cakrawala Uno, Andam Dewi Syarif
openalex   +2 more sources

Shariah-compliant Capital Asset Pricing Model: new mathematical modeling

, 2017
Abdelkader Mohamed Sghaier Derbali, Abderrazek El Khaldi, Fathi Jouini   +2 more
semanticscholar   +1 more source

Green Revenue Generation and Sales Contribution: Are Consumers Willing to Bear the Cost of Sustainability?

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines the strategic implications of environmental activities on firm performance, specifically focusing on contribution per dollar sale and operational cost efficiency within US companies. Using a comprehensive dataset of 17,735 firm‐year observations from 2008 to 2023, we find that firms engaging in green revenue generation do ...
Enayet Karim, Mahmoud Elmarzouky, Doaa Shohaieb   +2 more
wiley   +1 more source

An Empirical Study of Unsystematic Risk Factors in the Capital Asset Pricing Model: the Case of Russian Forestry Sector

, 2013
Nazarova Varvara
openalex   +2 more sources

Females on Board, Stakeholder Orientation, and ESG Disclosure: An Evidence From the Tourism and Transportation Industries

Business Strategy and the Environment, EarlyView.
ABSTRACT In the tourism and transportation (T&T) industries, female directors' contributions are undervalued despite the strong emphasis on board gender diversity in management research. We investigate whether the impact of multiple board gender diversity measures on environmental, social, and governance (ESG) practices varies between shareholder‐ and ...
Akrum Helfaya, Phuong Bui, Ahmed Aboud
wiley   +1 more source

Stock market returns, volatility, and future output [PDF]

In this article, Hui Guo shows that, if stock volatility follows an AR(1) process, stock market returns relate positively to past volatility but relate negatively to contemporaneous volatility in Merton’s (1973) Intertemporal Capital Asset Pricing Model.
Hui Guo
core  

Comparative Study between Capital Asset Pricing Model and Arbitrage Pricing Theory in Indonesian Capital Market during Period 2008-2012

, 2013
Leo Julianto
openalex   +2 more sources

Capital Asset Pricing Model and Stock Return Variation: Evidence from Colombo Stock Exchange

, 2021
x Thafani, Arm F
openalex   +1 more source

Bank Responses to Physical and Transition Risks in Lending: A Diagnostic Framework From a Systematic Literature Review

Business Strategy and the Environment, EarlyView.
ABSTRACT Banks face mounting pressure to integrate climate risks into lending, yet responses remain incoherent. This systematic literature review of 9034 studies synthesizes 68 peer‐reviewed articles and develops a behavioral typology of five bank responses: recovery, containment, repricing, reallocation, and relational transformation.
Tabea Brüggemann, Rainer Lueg
wiley   +1 more source

Idiosyncratic Volatility: Evidence from Asia [PDF]

The traditional Capital Asset Pricing Model states that assets can earn only higher returns if they have a high beta. However, evidence shows that the single risk factor is not quite adequate for describing the cross-section of stock returns. The current
Madhu Veeraraghavan, Michael Drew
core