Results 1 to 10 of about 68,268 (314)
SSRN Electronic Journal, 2019 When the cost of hedging is nil, the conditional capital asset pricing model (CAPM) holds. We empirically test the conditional CAPM by regressing asset returns onto the product of their conditional betas and market returns.
Michael Hasler, Charles Martineau
semanticscholar +3 more sources
The Use of NPV and CAPM for Capital Budgeting is Not a Good Idea: A Reply to De Reyck (2005) [PDF]
European Journal of Operational Research, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Carlo Alberto Magni
openalex +4 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
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 +2 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
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
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
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.
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Journal of Risk and Financial Management, 2022 The traditional CAPM beta is almost exclusively calculated over a return period that spans a window length of 60-months, at one-month return frequencies.
Pankaj Agrrawal, F. Gilbert, J. Harkins
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