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A Reversed Early Warning Methodology for Optimal Bank Profit Retention Recommendations
International Journal of Finance &Economics, EarlyView.ABSTRACT This study introduces a calibration method for the newest policy instrument in prudential supervision by endogenising profit retention targets via a reversed early warning system, depending on the supervisors' risk tolerance, the exposure to the economy, and the level of financial pressure.
Petr Jakubik, Bogdan Gabriel Moinescu
wiley +1 more source
Asymmetric volatility in asset prices: An explanation with mental framing. [PDF]
HeliyonOrmos M, Timotity D.
europepmc +1 more source
Air pollution and the mystery of high household savings in China. [PDF]
HeliyonDing J, Fan D, Guo Y, Ning Q.
europepmc +1 more source
How does negative new media coverage impact audit fees, cost cover, or risk premium? Based on the data from WeChat official account by Crawler Technology. [PDF]
PLoS OneFeng T, Zhang C, Liu L, Lin X.
europepmc +1 more source
Greenium of green securitization: Does external certification matter? [PDF]
PLoS OneLi X, Zhu B, Zhang Y.
europepmc +1 more source
Mitigating inequitable access to appropriate antibiotics in low- and middle-income countries. [PDF]
JAC Antimicrob ResistOtaigbe II.
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A Political Capital Asset Pricing Model
SSRN Electronic Journal, 2019We construct a bivariate factor of political stability and economic policy confidence and show that it commands a significant premium of up to 15% per annum, in the global, developed, and emerging markets, robust to ICAPM, Fama-French five-factor model, Carhart, and ICAPM Redux.
Pagliardi, Giovanni +5 more
openaire +4 more sources
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
Wei Liu +2 more
openaire +2 more sources
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
Wei Liu +2 more
openaire +2 more sources
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.
omid eslamzade +2 more
openaire +2 more sources
New Evidence on the Capital Asset Pricing Model [PDF]
The Journal of Finance, 1978 THE ORIGINAL Sharpe-Lintner capital asset pricing model advanced to explain the variations in risk differentials on different risky assets has now been widely questioned on the basis of the empirical evidence, and a large number of modified theories have been proposed to explain the discrepancies between theory and observation. The evidence points to a
Friend, Irwin +2 more
openaire +1 more source