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Decision-making on preservation effort and inventory volume for fresh retailer under strategic consumer behavior. [PDF]
PLoS OneZhu C, Zhan W.
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Machine learning-based analysis of economic efficiency disparities and transition drivers between high- and low-carbon industries in China. [PDF]
Carbon Balance ManagHuang Z, Zhang Q, Zheng Y, Tian E.
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Digital transformation, green finance, and pharmaceutical affordability in China: a health economics perspective. [PDF]
Front Public HealthHuang J, Zhang X.
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Cryptocurrency in sport: a thematic review. [PDF]
Front PsychiatryZhou X +8 more
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The Capital Asset Pricing Model
2015The CAPM (capital asset pricing model) has a variety of uses. It provides a theoretical justification for the widespread practice of passive investing by holding index funds. The CAPM can provide estimates of expected rates of return on individual investments and can establish \fair" rates of return on invested capital in regulated firms or in firms ...
David Ruppert, David S. Matteson
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Capital Asset Pricing Model & Adjusted Capital Asset Pricing Model
SSRN Electronic Journal, 2010Capital Asset Pricing Model, as one of the basic theories in finance and investment area, developed a model for estimation of expected rate of return and equity cost of capital. This model has many applications in the field of finance. Investors consider to various factors to choose and buy stocks. One of the most important factors is liquidity.
Ahmad Khalife Soltani +2 more
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2021
This chapter distinguishes between two main branches of asset pricing: (1) general equilibrium models and (2) multifactor models. We begin by reviewing the pathbreaking work by Sharpe (1964) and others, who utilized equilibrium pricing conditions in the mean-variance return world of Markowitz (1959) to derive the theoretical CAPM. Its market model form
James W. Kolari +2 more
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This chapter distinguishes between two main branches of asset pricing: (1) general equilibrium models and (2) multifactor models. We begin by reviewing the pathbreaking work by Sharpe (1964) and others, who utilized equilibrium pricing conditions in the mean-variance return world of Markowitz (1959) to derive the theoretical CAPM. Its market model form
James W. Kolari +2 more
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SSRN Electronic Journal, 2004
There is a great deal of debate in finance literature as to whether Capital Asset Pricing Model is empirically valid, and in particular whether beta can be properly measured. This paper proves that from a theoretical perspective CAPM leads to mathematical contradictions. In other words, CAPM is theoretically invalid, and beta is dead!
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There is a great deal of debate in finance literature as to whether Capital Asset Pricing Model is empirically valid, and in particular whether beta can be properly measured. This paper proves that from a theoretical perspective CAPM leads to mathematical contradictions. In other words, CAPM is theoretically invalid, and beta is dead!
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An Intertemporal Capital Asset Pricing Model
Econometrica, 1973Summary: An intertemporal model for the capital market is deduced from the portfolio selection behavior by an arbitrary number of investors who act so as to maximize the expected utility of lifetime consumption and who can trade continuously in time.
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