Results 21 to 30 of about 15,659,599 (299)

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
doaj   +1 more source

SCAPM (Shariah Compliant Asset Pricing Model); the Formula of Risk and Return Modification in Islamic Finance

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
doaj   +1 more source

MODEL CAPITAL ASSET PRICING MODEL (CAPM) DALAM PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM JAKARTA ISLAMIC INDEX (JII)

Jurnal Matematika UNAND, 2023
Dalam berinvestasi saham, setiap investor ingin mendapatkan return yang tinggi dan risiko yang rendah. Salah satu cara untuk meminimalisir risiko adalah dengan membentuk portofolio optimal yang menguntungkan dari segi return dan risiko.
NOVALISA NASTHASYA, Hazmira Yozza, DODI DEVIANTO   +2 more
doaj   +1 more source

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, Zahra Amirhosseini   +1 more
doaj  

Bayesian regression for capital asset pricing model [PDF]

AUT Journal of Mathematics and Computing
In this paper, we critically evaluate the Capital Asset Pricing Model (CAPM) and its limitations in predicting future returns using Linear Regression (LR) models.
Mohammad Zare
doaj   +1 more source

Downside CAPM: The case of South Africa

Journal of Economic and Financial Sciences, 2016
Beta and the capital asset pricing model have traditionally been the preferred measures of risk. However, there is growing literature against the use of the capital asset pricing model to determine the cost of equity in markets, such as emerging markets,
Kwasi Okyere-Boakye, Brandon O’Malley
doaj   +1 more source

Designing a Tax Risk Assessment Model and Its Effect on the Value of Companies Listed on the Iranian Capital Market [PDF]

تحقیقات مالی, 2020
Objective: This study is primarily aimed at designing a tax risk assessment model for companies listed on the Tehran Stock Exchange. This research is also aimed at investigating the impact of corporate tax risk on capital asset pricing models and ...
Jamal Barzegari Khanaghah, Maryam Ghadakforoushan   +1 more
doaj   +1 more source

Empirical investigation of nonlinear asset pricing kernel with human capital and housing wealth [PDF]

, 2011
In a traditional framework, asset returns are captured by simple linear asset pricing models. They include Capital Asset Pricing Model (CAPM) and Fama-French threefactor model.
Wang, Qing Mei
core   +1 more source

PERBANDINGAN MODEL CAPITAL ASSET PRICING MODEL (CAPM) DAN LIQUIDITY ADJUSTED CAPITAL ASSET PRICING MODEL (LCAPM) DALAM PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM SYARIAH

Media Statistika, 2019
In stock investments, every investor wants to get a high level of return and low risk. The stock price is very volatile and unpredictable, this makes investors have to find solutions in order to get a benefit from this investment.
Veladita Apriyanti, Epha Diana Supandi
doaj   +1 more source

Evaluating Value at Risk with Using Wavelet Analysis Case Study: Tehran Stock Exchange [PDF]

راهبرد مدیریت مالی, 2014
In this study, wavelet analysis as a modern technique in financial and economic issues is used to evaluate capital asset pricing model. For this purpose, using market return, beta coefficient was calculated for daily return of 20 shares selected form ...
sadeghi sadeghi, Somayeh Nazarizadeh Dehkordi   +1 more
doaj   +1 more source