Results 31 to 40 of about 105,280 (291)
Bayesian regression for capital asset pricing model [PDF]
AUT Journal of Mathematics and ComputingIn 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
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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 +2 more
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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
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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 +1 more
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The Capital Asset Pricing Model And Fama-French Three Factor Model In An Emerging Market Environment
, 2017 This paper tests the validity and accuracy of the Capital Asset Pricing Model and the Fama-French Three-Factor Model, by predicting the variation in excess portfolio returns on the Johannesburg Stock Exchange.
A. Karp, G. Vuuren
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A Labor Capital Asset Pricing Model
, 2016 We show that labor search frictions are an important determinant of the cross-section of equity returns. In the data, sorting firms by loadings on labor market tightness, the key statistic of search models, generates a spread in future returns of 6 ...
L. Kuehn
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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
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Shariah-compliant Capital Asset Pricing Model: new mathematical modeling
, 2017 The main objective of our paper is to propose a novel approach in pricing Islamic financial assets in accordance with shariah, advocated by contemporary investment theories of Markowitz’s Mean–Variance Analysis and CAPM.
Abdelkader Mohamed Sghaier Derbali +2 more
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The Value Premium in Capital Asset Pricing; the Case of Tehran Stock Exchange [PDF]
تحقیقات مالی, 2006 Capital Asset Pricing, as one of the basic theories in finance and investment area, develop a model for estimation of expected rate of return and equity cost of capital. This model has many applications in the field of finance.
محمداسماعیل فدائینژاد +1 more
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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 +1 more
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