Results 111 to 120 of about 15,156 (192)
The U.S. Federal Deficit and Market Equity Returns
FINANCIAL PLANNING REVIEW, Volume 9, Issue 3, September 2026.ABSTRACT Since the U.S. dollar has been operating as a fiat currency, there has been a strong link between U.S. government deficits as a percentage of GDP and forward‐looking equity returns. As federal deficits get larger, the expected return to the market over the subsequent 10 years increases. This effect is material.
Jason D. Fink, Kristin E. Fink
wiley +1 more source
, 2020 A dolgozatomban empirikus vizsgálatokkal kíséreltem meg a CAPM és az APT modellek használhatóságának vizsgálatát a BUX index választott részvényeinek segítségével.
Szathmári, Dániel
core
Optimizing Enterprise Capital Structure Allocation Using the NSGA‐III Algorithm
Engineering Reports, Volume 8, Issue 9, September 2026.This work applies the NSGA‐III algorithm with nondominated sorting and reference‐point guidance to corporate capital‐structure optimization, tackling uneven Pareto‐front distribution and low convergence efficiency in high‐dimensional multiobjective optimization.
Bing Li
wiley +1 more source
European Financial Management, Volume 32, Issue 4, Page 1227-1254, September 2026.ABSTRACT This study examines whether female directors influence firms' allocation of internal funds between dividend payments and defined benefit (DB) pension funding. Using FTSE All‐Share firms from 2007 to 2021, we find that companies with a higher proportion of female directors exhibit stronger pension funding positions and, overall, maintain ...
Zezeng Li, Erhan Kilincarslan
wiley +1 more source
Beta Estimation Under Infrequent Trading: A Machine Learning Approach
International Review of Finance, Volume 26, Issue 3, September 2026.ABSTRACT When shares are traded infrequently, beta estimates are often severely biased. We find that machine learning methods significantly improve forecasts of the conventional beta proxy in this infrequently traded market. They generate superior beta forecasts, statistically and economically outperforming the traditional model used by practitioners ...
Alejandro Maldonado Mendoza +1 more
wiley +1 more source
A note on CAPM betas under the carbon tax regime
, 2012 This paper studies the impact of factors that are external to firms and demonstrates that CAPM betas will be unaffected by such an external factor if the factor affects the equity return uniformly across the markets as a ...
Watanabe, Taiji
core +1 more source
Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model [PDF]
This paper proposes a consumption-based model that accounts for term premiums of the nominal term structure of interest rates. The driving force behind the model is the looking at the ex ante term premium.
Jessica Fouilloux +1 more
core
Modelo CAPM Condicional: Um Panorama Geral
Revista de Economia Mackenzie, 2007 Despite all the criticism, the improvement of the static CAPM, which has generated new dynamic models, provided investors with stronger guarantee through financial transactions.
Elmo Tambosi Filho, Fabio Gallo Garcia
doaj
, 2016 The Capital Asset Pricing Model (CAPM) is among the earliest and most widely used security valuation models. Since its inception, CAPM has been criticized more than it has been appreciated. Although, it has been criticized both empirically and theoretically, it is still one of the most extensively used methods for the calculation of equity betas and ...
openaire +2 more sources
Testing Multi-Factor Asset Pricing Models in the Visegrad Countries [PDF]
There is no consensus in the literature as to which model should be used to estimate stock returns and the cost of capital in the emerging markets. The Capital Asset Pricing Model (CAPM), which is most often used for this purpose in the developed markets,
Borys, Magdalena Morgese Borys
core