CAPM (Capital Asset Pricing Model) with Stable Distribution
Jurnal Ilmu Dasar, 2010 In the classical finance theory, the CAPM models are developed using the Gaussian framework, that is, weassume the vector of returns can be modeled using the multivariate normal distribution.
Dedi Rosadi
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Toward a Strategic Theory of Risk Premium: Moving Beyond Capm
, 1999 Sayan Chatterjee +3 more
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The Robustness of CAPM-A Computational Approach [PDF]
, 2000 P. Jean‐Jacques Herings, Felix Kübler
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Explanation of Capital Asset pricing: Comparison between Models [PDF]
بررسیهای حسابداری و حسابرسی, 2010 In this paper, we will intend to introduce a new model of capital asset pricing model which is called Revised Capital Asset Pricing Model. First we calculate degree of economic leverage. We investigate five economical variables (Inflation rate, financial
Fraydon Rahnamay Roodposhti +1 more
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Post-COVID pulmonary fungal infections: An unanticipated predicament or a ticking time bomb? Clinico-microbiological profile of cases encountered during the second wave of COVID-19 pandemic at a teaching hospital in the Himalayas with a brief literature review. [PDF]
J Family Med Prim Care, 2023 Puri O +9 more
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Prevalence, predictors, and outcome of pulmonary mucormycosis in COVID-19 associated rhino orbital mucormycosis in a tertiary care center in South India. [PDF]
Curr Med Mycol, 2023 Thanjavur Sethuraman K +3 more
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Estimating Systematic Risk: Case For Borsa Istanbul
Selçuk Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2014 The structure of the data set has a great impact on the estimation results. Especially the methods, which are affected by outliers like Ordinary Least Squares OLS , will lead to biased results.
Filiz Yeşilyurt +2 more
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Undiversifiable Returns in a CAPM Economy [PDF]
, 2001 Peghe Braila, Claude Wampach
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Contextualist model evaluation: models in financial economics and index funds. [PDF]
Eur J Philos Sci, 2023 Vergara-Fernández M +2 more
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