Komparasi Capital Asset Pricing Model Versus Arbitrage Pricing Theory Model Atas Volatilitas Return Saham [PDF]
, 2015 Investing in the stock market is one option for investors. Investment in ordinary shares was classified as longterminvestments to be able to provide added value and the risk for fixed income.
Rusdin, R. (Rusdin) +1 more
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Further evidence on the validity of CAPM: The Warsaw Stock Exchange application
Journal of Economics and Management, 2020 Aim/purpose – The purpose of the research is to verify the Capital Asset Pricing Model (CAPM) in the Polish capital market based on a conventional and downside risk approach.
Markowski Lesław
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Size premium, value premium and market timing: evidence from an emerging economy [PDF]
Journal of Economics Finance and Administrative Science, 2018 Purpose - This study aims to investigate the market timing strategy in different market conditions (i.e. up, down, normal and in-financial-crisis situation) in the emerging market of Pakistan over the period 1995 to 2015.
Syed Haroon Rashid +3 more
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Testing the Traditional CAPM and MCAPM on Tehran Stock Exchange
Journal of Applied Research on Industrial Engineering, 2017 The purpose of this paper is to empirically test and evaluate the possibility of using the traditional Capital Asset Pricing Model (CAPM) and the Modified Capital Asset Pricing Model (MCAPM) in the Tehran Stock Exchange. Traditional CAPM by Sharpe-Linter
Ebrahim Abbasi +2 more
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Analisis Capital Asset Pricing Model (Capm) Terhadap Keputusan Investasi Saham (Studi Pada Perusahaan-Perusahaan Sektor Perbankan Di Bei Tahun 2009-2011) [PDF]
, 2014 This research aims to analyze the efficient clustering of stock as an alternative to stock investment decisions based on Capital Asset Pricing Model (CAPM).
Hidayati, A. A. (Aisyi)
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Persistence in the performance of South African unit trusts
South African Journal of Business Management, 2000 The persistence of performance of the General Equity Unit Trusts and All Unit Trusts that traded in South Africa during the period January 1988 to December 1997 and January 1993 to December 1997, is analysed using three models of performance measurement,
J. F.C. Von Wielligh, E. V.D.M. Smit
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Stocks Investment Decision Making Capital Asset Pricing Model (CAPM)
Jurnal Manajemen, 2020 Investment in the capital market generally has a higher rate of return compared to investing in the financial market. Investors sometimes get difficulty in determining which stocks will produce a large return with a small risk.
Erric Wijaya, Alecia Ferrari
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Anchoring Adjusted Capital Asset Pricing Model [PDF]
SSRN Electronic Journal, 2015 Empirical evidence on the behavioral of professional stock analysts suggest that they form qualitatively correct judgments within the same sector, and that they spend most of their research time on sector leaders. This suggest a role for the anchoring and adjustment of Tversky and Kahneman (1974).
openaire +4 more sources
Capital Asset Pricing Model Method: an Analysis of Pefindo 25 Companies Risk and Return Listed at Indonesia Stock Exchange [PDF]
, 2016 The industry in Indonesia is an interesting business to capitalize. In Indonesia many companies were established since it is profitable. The capital market serves as an economic pillar in most countries.
Hutabarat, F. M. (Francis) +1 more
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Jurnal Analisis Bisnis Ekonomi, 2016 Penelitian ini menerapkan secara langsung Capital Asset Pricing Model (CAPM) dan stochastic dominance untuk memecahkan masalah pemilihan portofolio. Adapun tujuan dari penelitian ini adalah untuk mengetahui perbedaan tingkat return dan risiko portofolio ...
Lilik Andriyani +2 more
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