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
doaj +1 more source
Advanced Robotics Research, EarlyView.Automated poultry processing lines still rely on humans to lift slippery, easily bruised carcasses onto a shackle conveyor. Deformability, anatomical variance, and hygiene rules make conventional suction and scripted motions unreliable. We present ChicGrasp, an end‐to‐end hardware‐software co‐designed imitation learning framework, to offer a ...
Amirreza Davar +8 more
wiley +1 more source
Comparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE) [PDF]
مطالعات تجربی حسابداری مالی, 2010 The relation between risk and return, and capital asset pricing is the most basic topics in capital market. Capital Asset Pricing Model (CAPM) was suggested by Lintner and Sharpe in 1965 and has been reformed and criticized since.
F. Rostamian, Sh. Javanbakht
doaj
Pengaruh Capital Asset Pricing Model Terhadap Harga Saham (Studi Pada Perusahaan – Perusahaan Sub Sektor Perbankan Yang Listing Di Bursa Efek Indonesia Periode 2014-2016) [PDF]
, 2017 Stock Price influenced by demands and supplies of investor and issuer in stock exchanges. One of the investor aims in investing on company stocks are to get a high return.
Akram, F. M. (Faisal) +1 more
core
Scalable Electrochemical Concrete Fabrication and Closed‐Loop Recycling
Advanced Science, EarlyView.The electrochemical‐driven recycling strategy establishes a reversible concrete material flow by extracting Ca, Si, Al, and Fe from concrete waste and regenerating functional feedstocks. These reversed products are reassembled into new concrete, which re‐enters service and ultimately returns to waste, enabling a closed‐loop, waste‐origin, and low ...
Hanxiong Lyu +7 more
wiley +1 more source
Acta Economica, 2016 When is Harry Markowitz made the first foundations of the development of portfolio theory, William Shape, John Lintner and Jan Mossion in the early 60s of the 20th century are developed a Capital Asset Pricing Model - CAPM.
Драган Јањић
doaj +1 more source
Penggunaan Capital Asset Pricing Model (Capm) Untuk Pengelompokan Dan Penilaian Efisiensi Saham (Studi Pada Saham-saham Perusahaan Sektor Pertambangan (Mining) Yang Terdaftar Di Bursa Efek Indonesia (Bei) Periode 2009-2013) [PDF]
, 2016 This study aims to classify and rate the stock an efficient based on the method of Capital Asset Pricing Model (CAPM), which is a model of balance that connects the systematic risk with the expected return.
Ratnaningtyas, R. (Ratnaningtyas) +2 more
core
Beyond the Ban—Shedding Light on Smallholders' Price Vulnerability in Indonesia's Palm Oil Industry
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The Indonesian government imposed a palm oil export ban in April 2022 to address rising cooking oil prices. This study explores oil palm smallholders' vulnerability to the policy using descriptive statistics, Lasso, and post‐Lasso OLS regressions.
Charlotte‐Elena Reich +3 more
wiley +1 more source
Did the Indian Green Revolution Change the Farm Size–Productivity Relationship?
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT We examine the relationship between farm size and productivity during India's Green Revolution, a period of rapid technological transformation. Using a unique panel of over 5000 Indian farm households that spans the Green Revolution (1971–1999), we show that the classic (linear) inverse farm size–productivity relationship gradually evolved ...
Rabail Chandio, Leah E. M. Bevis
wiley +1 more source
Livestock Tango: U.S. and Latin America Dance Together, but Who Will Lead?
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study examines the competitiveness between Latin American and U.S. livestock and meat sectors. We employ a computable general equilibrium modeling framework to evaluate two scenarios: coordinated improvements in Latin American productivity, transport efficiency, and market access (Scenario I), and the minimum productivity gains required ...
Taís C. Menezes +2 more
wiley +1 more source