Results 81 to 90 of about 282,456 (388)
Asset Pricing - A Brief Review [PDF]
I first introduce the early-stage and modern classical asset pricing and portfolio theories. These include: the capital asset pricing model (CAPM), the arbitrage pricing theory (APT), the consumption capital asset pricing model (CCAPM), the intertemporal
Li, Minqiang
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Agribusiness, EarlyView.Abstract World markets for quality differentiated agri‐food products are highly competitive, presenting significant challenges for firms aiming to compete effectively. Government agencies and business organizations often implement various export promotion policies to address these challenges.
Nicolás Depetris‐Chauvin +1 more
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A survey on risk-return analysis [PDF]
This paper provides a review of the main features of asset pricing models. The review includes single-factor and multifactor models, extended forms of the Capital Asset Pricing Model with higher order co- moments, and asset pricing models conditional on ...
Don U.A. Galagedera
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Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector
Agribusiness, EarlyView.Abstract While the presence of immigrants in the agricultural sector is widely acknowledged, the empirical evidence on its economic consequences is lacking, especially from a microeconomic perspective. Using the Farm Accountancy Data Network panel data for Italian dairy farms in the period 2008–2018, the present study investigates the relationship ...
Federico Antonioli +2 more
wiley +1 more source
Bayesian outlier detection in Capital Asset Pricing Model [PDF]
, 2009 We propose a novel Bayesian optimisation procedure for outlier detection in the Capital Asset Pricing Model. We use a parametric product partition model to robustly estimate the systematic risk of an asset.
De Giuli, Maria Elena +2 more
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Agribusiness, EarlyView.Abstract This study explores the rent price ratio in agricultural land markets, crucial for evaluating market efficiency, policy needs, and farmer decision‐making. Traditionally, the analyses faced challenges due to the absence of concurrent sale and rent data for the same land, potentially leading to biased results.
Marius Michels +4 more
wiley +1 more source
Risk and Benefit of Sukuk al-Manfa'ah (Benefit Securities) [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2012 Risk and benefit are key concepts of capital market. This issue has been studied sufficiently in various models of the conventional literature, with all its advantages and disadvantages. Islamic capital market often faces with new instrument.
Hassan Sobhani, Majid Habibian Nagibi
doaj
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
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Measuring Risk Structure Using the Capital Asset Pricing Model
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015 This article is aimed at proposing of an inovative method for calculating the shares of operational and financial risks. This methodological tool will support managers while monitoring the risk structure.
Zdeněk Konečný, Marek Zinecker
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Agribusiness, EarlyView.ABSTRACT This study investigates the financial literacy (FL) of Swedish farmers, its linkages to farmer characteristics, management accounting practices and farm outcomes by surveying Swedish Farm Accountancy Data Network farmers. Using item response theory, we expand the existing FL measurement specifically to the farming context, assess measurement ...
Uliana Gottlieb, Helena Hansson
wiley +1 more source