Results 21 to 30 of about 105,280 (291)
Portefeuljebestuur, die kapitaalmarkprysmodel en verwante tegnieke
South African Journal of Business Management, 1990 The importance of risk management in business has long been recognised. The importance, assumptions and limitations of the Capital Asset Pricing Model is generally accepted and an elaborate introduction is therefore not necessary.
J. Van Zyl Smit
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Market beta coefficient and enterprise risk management: A literature review
Research Papers in Economics and Finance, 2023 One of the significant factors in the valuation of publicly listed firms is their market beta coefficient, commonly utilised in the capital asset pricing model (CAPM) as a proxy for stock volatility directly affecting market value.
Mike Skorupski
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Entropy-based financial asset pricing. [PDF]
PLoS ONE, 2014 We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model.
Mihály Ormos, Dávid Zibriczky
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Role of leverage and liquidity risk in asset pricing: evidence from Indian stock market [PDF]
Vilakshan (XIMB Journal of Management), 2022 Purpose – Asset pricing revolves around the core aspects of risk and expected return. The main objective of the study is to test different asset pricing models for the Indian securities market.
Mehak Jain, Ravi Singla
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Testing the Traditional CAPM and MCAPM on Tehran Stock Exchange [PDF]
Journal of Applied Research on Industrial Engineering, 2017 The purpose of this paper is to empirically test and evaluate the possibility of using the traditional Capital Asset Pricing Model (CAPM) and the Modified Capital Asset Pricing Model (MCAPM) in the Tehran Stock Exchange. Traditional CAPM by Sharpe-Linter
Ebrahim Abbasi +2 more
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Enhanced capital-asset pricing model for the reconstruction of bipartite financial networks. [PDF]
Physical Review E, 2016 Reconstructing patterns of interconnections from partial information is one of the most important issues in the statistical physics of complex networks. A paramount example is provided by financial networks.
Tiziano Squartini +5 more
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A six-factor asset pricing model
Borsa Istanbul Review, 2018 The present study introduce the human capital component to the Fama and French five-factor model proposing an equilibrium six-factor asset pricing model.
Rahul Roy, Santhakumar Shijin
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Will and power: Investment diversification and systemic deviation from irrational risk
Cogent Economics & Finance, 2022 Examining China’s stock market, mean variance is used to measure returns and risk and build an irrational risk-asset pricing model. The power of heterogeneous beliefs and risk-valuation deviation are found to affect capital asset pricing, presenting ...
Yaping Liu
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Al-tijary, 2018 As an Islamic financial institutions into the capital market for investment, the guidance in the areas of risk and return and security prices under Shari'a framework necessary.
Shofia Mauizotun Hasanah, Ima Maspupah
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Explanation of Capital Asset pricing: Comparison between Models [PDF]
بررسیهای حسابداری و حسابرسی, 2010 In this paper, we will intend to introduce a new model of capital asset pricing model which is called Revised Capital Asset Pricing Model. First we calculate degree of economic leverage. We investigate five economical variables (Inflation rate, financial
Fraydon Rahnamay Roodposhti +1 more
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