Results 111 to 120 of about 15,572 (250)
Nas últimas décadas, o modelo Capital Asset Pricing Model (CAPM) tem despertado grande interesse por parte da comunidadecientífica. Apesar das críticas, o aprimoramento do CAPM estático deu origem a novos modelos dinâmicos que trazem maiorsegurança para ...
Paulo N. Figueiredo, Eduardo C. Miranda
doaj
Do We Need CAPM for Capital Budgeting? [PDF]
Ravi Jagannathan, Iwan Meier
openalex +1 more source
Human capital-based four-factor asset pricing model: An empirical study from Pakistan. [PDF]
Khan N, Zada H, Ahmed S, Shah FA, Jan S.
europepmc +1 more source
CAPM, Rewards, and Empirical Asset Pricing with Coherent Risk [PDF]
Alexander S. Cherny, Dilip B. Madan
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Deciphering equity style returns: An analysis of size and value anomalies in the Pakistani stock exchange. [PDF]
Kashif M+3 more
europepmc +1 more source
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
M. Lettau, S. Ludvigson
semanticscholar +1 more source
Asset pricing implications of benchmarking: a two-factor CAPM [PDF]
Juan-Pedro Gómez, Fernando Zapatero
openalex +1 more source
Tests of International CAPM with Time-Varying Covariances
Charles Engel, Anthony Rodrigues
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Time-Varying Betas Help in Asset Pricing: The Threshold CAPM [PDF]
Levent Akdeniz+2 more
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The Geography of International Portfolio Flows, International Capm and the Role of Monetary Policy Frameworks [PDF]
Roberto A. De Santis
openalex +2 more sources