Results 191 to 200 of about 1,266,518 (397)
CAPM MODEL – APLICATION IN CAPITAL MARKET OF REPUBLIC OF SRPSKA
Acta Economica, 2007 The CAPM model was introduced by Jack Treynor, William Sharpe, John Lintner and Jan Mossin independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory.
Goran Radivojac, M.Sc.
doaj
Recurrent Stochastic Fluctuations with Financial Speculation [PDF]
arXivThroughout history, many countries have repeatedly experienced large swings in asset prices, which are usually accompanied by large fluctuations in macroeconomic activity. One of the characteristics of the period before major economic fluctuations is the emergence of new financial products; the situation prior to the 2008 financial crisis is a ...
arxiv
Can the Consumption-Free Nonexpected Utility Model Solve the Risk PremiumPuzzle? An Empirical Study of the Japanese Stock Market [PDF]
This paper investigates whether the consumption-free two-beta intertemporal capital asset-pricing model developed by Campbell and Vuolteenaho (2004) is able to solve the risk premium puzzle in the Japanese stock market over the period 1984−@2002.
Myong-Il Kang
core
Business Strategy and the Environment, EarlyView.ABSTRACT With the immediate actions required to address environmental issues posed by waste generation and the growing interest in the circular economy, anaerobic digestion (AD) offers a promising solution. As a major component of waste‐to‐energy, AD plays a dual role by processing waste and generating renewable energy at the same time, thus ...
Adhya Rare Tiara +4 more
wiley +1 more source
CAPITAL ASSET PRICING MODEL TESTING IN WEST AFRICA ECONOMIC AND MONETARY UNION STOCK MARKET: THE CASE OF IVORIAN LISTED FIRMS [PDF]
, 2017 Zimy Samuel Yannick Gahé +3 more
openalex +1 more source
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach [PDF]
, 2023 Cássio Alves, Márcio Poletti Laurini
openalex +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the interrelations among pay incentives, board sustainability committee initiative, carbon performance and market value. Using data from listed firms in emerging economies, we find that pay incentives and board sustainability committee initiative increase the firms' process‐based carbon performance but have no similar ...
Emmanuel A. Morrison +4 more
wiley +1 more source
Jensen’s Alpha Estimation Models in Capital Asset Pricing Model [PDF]
, 2018 Le Tan Phuoc
openalex +1 more source
Multifactor Models Do Not Explain Deviations from the CAPM [PDF]
A number of studies have presented evidence rejecting the validity of the Capital Asset Pricing Model (CAPM). This evidence has spawned research into possible explanations.
A. Craig MacKinlay
core