Results 311 to 320 of about 278,280 (389)
Some of the next articles are maybe not open access.
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.
R. C. Merton
semanticscholar +3 more sources
Social Science Research Network, 2020
This paper shows how sustainable investing affects asset returns through exclusionary screening and environmental, social, and governance (ESG) integration. I develop an asset pricing model with partial segmentation and heterogeneous preferences.
O. Zerbib
semanticscholar +1 more source
This paper shows how sustainable investing affects asset returns through exclusionary screening and environmental, social, and governance (ESG) integration. I develop an asset pricing model with partial segmentation and heterogeneous preferences.
O. Zerbib
semanticscholar +1 more source
Finance and Business Economies Review, 2020
This study aims to identify the model of capital asset pricing (CAPM), which occupies a privileged positionin the stock market because it is one of the analysis tools that take into account the relationship betweenreturn and risk in securities and ...
Rania Takouachet
semanticscholar +1 more source
This study aims to identify the model of capital asset pricing (CAPM), which occupies a privileged positionin the stock market because it is one of the analysis tools that take into account the relationship betweenreturn and risk in securities and ...
Rania Takouachet
semanticscholar +1 more source
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
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
Regret-Based Capital Asset Pricing Model
Journal of Banking & Finance, 2018This study examines the influence of regret aversion on asset pricing by proposing a regret-based capital asset pricing model in which individuals maximize the expected returns from chosen portfolios of assets while minimizing anticipated regrets.
J. Qin
semanticscholar +1 more source