Results 1 to 10 of about 15,572 (250)
On Uniqueness of Equilibria in the CAPM [PDF]
SSRN Electronic Journal, 2000 Working paper / Institute for Empirical Research in Economics ...
Thorsten Hens +2 more
openalex +5 more sources
Entropy-based financial asset pricing: Evidence from Pakistan. [PDF]
PLoS ONE, 2022 Entropy is an alternative measure to calculate the risk, simplify the portfolios and equity risk premium. It has higher explanatory power than capital asset price model (CAPM) beta.
Sheng Wang +4 more
doaj +2 more sources
An Intertemporal CAPM with Stochastic Volatility [PDF]
SSRN Electronic Journal, 2012 This paper studies the pricing of volatility risk using the first-order conditions of a long-term equity investor who is content to hold the aggregate equity market rather than tilting towards value stocks and other equity portfolios that are attractive ...
John Y. Campbell +3 more
semanticscholar +5 more sources
Toxicological analysis of acute pesticides poisoning among Moroccan population [PDF]
E3S Web of Conferences, 2021 The aim of this study is to evaluate the importance of toxicological analysis in acute intoxications by pesticides through the experience of the laboratory of the Poison Control and Pharmacovigilance Center of Morocco (CAPM).
Birich Bouchra +6 more
doaj +1 more source
MEMBANDINGKAN RISIKO SISTEMATIS MENGGUNAKAN CAPM-GARCH DAN CAPM-EGARCH
E-Jurnal Matematika, 2017 In making stock investments, investors usually pay attention to the rate of return and risk of the stock investment. To calculate risk using capital asset pricing model (CAPM), GARCH, and EGARCH.
VIKY AMELIAH +2 more
doaj +4 more sources
Revista Ambiente Contábil, 2022 Objetivo: O objetivo desta pesquisa é verificar a aplicabilidade dos modelos CAPM local, CAPM Local Ajustado e CAPM Ajustado Híbrido ao mercado brasileiro, a partir da análise de suas respectivas premissas e, adicionalmente, verificar a existência de ...
Vandliny Paiva Martins Teixeira +2 more
doaj +1 more source
Review of Finance, 2022 This paper shows how sustainable investing—through the joint practice of exclusionary screening and environmental, social, and governance (ESG) integration—affects asset returns.
O. Zerbib
semanticscholar +1 more source
Evidence for and against the validity of the capital asset Pricing model [PDF]
Tehnika, 2022 The Capital Asset Pricing Model (CAPM) makes a significant contribution to understanding the relationship between return and risk and valuing assets in the capital market.
Leković Miljan M.
doaj +1 more source
Analysis Investor Index Indonesia with Capital Asset Pricing Model (CAPM)
Aptisi Transactions on Technopreneurship (ATT), 2022 This study aimed to compare composition of the optimal portfolio of stocks, the proportion of funds in each of these stocks and calculate risk and return portfolio from Investor33 (INV33) Index and Jakarta Islamic Index (JII) in research period January ...
E. Pramono +4 more
semanticscholar +1 more source
E-Jurnal Matematika, 2021 CAPM is a method of determining efficient or inefficient stocks based on the differences between individual returns and expected returns based on the CAPM’s positive value for efficient and negative value for inefficient stocks.
ICHA WINDA DIAN SAFIRA +2 more
doaj +1 more source