Results 341 to 350 of about 278,280 (389)
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2010
Financial markets build regulated structures whose role is to provide market participants with continuous liquidity among others. By nature, they are composed of dependent elements, which have to conform to the prevailing regulation for stability prospects. Therefore, the financial flows resulting from such markets are mutually dependent to some extent.
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Financial markets build regulated structures whose role is to provide market participants with continuous liquidity among others. By nature, they are composed of dependent elements, which have to conform to the prevailing regulation for stability prospects. Therefore, the financial flows resulting from such markets are mutually dependent to some extent.
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A Capital Asset Pricing Model with Time-Varying Covariances
Journal of Political Economy, 1988Tim Bollerslev, R. Engle, J. Wooldridge
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Extensions of the Capital Asset Pricing Model
2011Introduction Although this book is devoted mainly to the classic Capital Asset Pricing Model (CAPM) and its relation to behavioral economics, it is worthwhile to discuss briefly the other related risk–return models, particularly the various extensions of the CAPM. The Sharpe–Lintner CAPM was derived under a set of assumptions, some of which are very
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Antibody–drug conjugates: Smart chemotherapy delivery across tumor histologies
Ca-A Cancer Journal for Clinicians, 2022Paolo Tarantino +2 more
exaly
The capital asset pricing model: a critical literature review
, 2016Matteo Rossi
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Capital Asset Pricing Model: An Overview
2019There is conflicting evidence on the applicability of Capital Asset Pricing Model in the Indian stock market. Data for 158 stocks listed on the Bombay Stock Exchange was analysed using a number of tests from 1991 to 2002, the period which roughly coincides with the period after liberalization and initiation of capital market reforms. Taken in aggregate
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The Intertemporal Capital Asset Pricing Model
2017Conventional asset pricing models assume, rather unrealistically, that investors live for exactly a single time span, during which they will confront no potential changes in consumption preferences, liquidity needs, or tolerance for risk. Robert Merton’s intertemporal capital asset pricing model fills this theoretical gap. Among other applications, the
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An overview of real‐world data sources for oncology and considerations for research
Ca-A Cancer Journal for Clinicians, 2022Lynne Penberthy +2 more
exaly