Results 121 to 130 of about 15,572 (250)
Stock market reaction to US interest rate hike: evidence from an emerging market. [PDF]
Heliyon, 2023 Kim J.
europepmc +1 more source
Pareto multiobjective nonlinear regression modelling to aid CAPM analogous forecasting [PDF]
, 2003 Jonathan E. Fieldsend, Sameer Singh
openalex +1 more source
On multivariate tests of the CAPM
Journal of Financial Economics, 1987 Abstract This paper evaluates the power of multivariate tests of the Capital Asset Pricing Model. The results indicate that when employing an unspecified alternative hypothesis, the ability of the tests to distinguish between the CAPM and other pricing models is poor. An upper bound is derived for the distance the alternative distribution of the test
openaire +2 more sources
On CAPM and Black–Scholes differing risk-return strategies [PDF]
, 2003 Joseph L. McCauley, Gemunu H. Gunaratne
openalex +1 more source
Stock profiling using time-frequency-varying systematic risk measure. [PDF]
Financ Innov, 2023 Mestre R.
europepmc +1 more source
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
Second Order Stochastic Dominance, Reward-Risk Portfolio Selection and the CAPM [PDF]
, 2005 Enrico G. De Giorgi, Thierry Post
openalex +1 more source
Foreign body aspiration and mucormycosis: a case report. [PDF]
Front Med (Lausanne), 2023 Mehdinezhad H +6 more
europepmc +1 more source
Post-earnings-announcement drift : market inefficiency, or CAPM misspecification? [PDF]
, 1988 Victor L. Bernard
openalex
The International CAPM and a Wavelet-Based Decomposition of Value at Risk [PDF]
, 2005 Viviana Fernández
openalex +1 more source