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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 +4 more sources
RETRACTED: Entropy-based financial asset pricing: Evidence from Pakistan.
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
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
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
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
Quarterly Review, 1995 This article describes the academic debate about the usefulness of the capital asset pricing model (the CAPM) developed by Sharpe and Lintner. First the article describes the data the model is meant to explain—the historical average returns for various types of assets over long time periods. Then the article develops a version of the CAPM and describes
Ravi Jagannathan, Ellen R. McGrattan
openaire +2 more sources
Jurnal Aplikasi Manajemen, 2020 This study determines the accuracy level of CAPM and APT in determining the expected return of LQ45 and comparing the expected return from CAPM and APT models. This study uses descriptive and comparative research approaches.
Irni Yunita +2 more
doaj +1 more source
The Usefulness of The Capital Asset Pricing Model in Predicting Total Shareholder Return
Zanco Journal of Humanity Sciences, 2023 This research aims to study the usefulness of CAPM in predicting total shareholders return, and its effectiveness in a UK-listed stock portfolio. Pearson Co.
Chnar Abdullah Rashid +1 more
doaj +1 more source
Portfolio selection in euro area with CAPM and Lower Partial Moments models [PDF]
, 2020 This article selects portfolios using estimates given by CAPM and three Lower Partial Moments models (LPM). The CAPM assumption about investors’ behaviour towards risk is that they are equally concerned with upside and downside risk.
Fonseca, José Soares da
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Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments [PDF]
, 2007 Many tests of asset-pricing models address only the pricing predictions, but these pricing predictions rest on portfolio choice predictions that seem obviously wrong.
Bossaerts, Peter +2 more
core +2 more sources