Results 291 to 300 of about 199,597 (335)
Financing pathways for the ageing industry: mitigating risks in older adult care investment. [PDF]
Front Public HealthNa L, Zesheng L, Tong P.
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Scenario-based portfolio optimization via bootstrapping and machine learning methods: Theory development and empirical evidence from the Tehran Stock Market. [PDF]
PLoS OneAmini M, Javadi S, Soleimani-Damaneh M.
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A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow. [PDF]
Entropy (Basel)Wei Y, Xi W.
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The wave-particle duality of corporate financial metrics. [PDF]
PLoS OneZhu W, Lyu J, Li X, Chen Z.
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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
openaire +1 more source
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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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!
openaire +2 more sources