Results 121 to 130 of about 17,534 (244)
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
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An analysis of the CAPM for Dhaka Stock Exchange: Evidence from non-financial sector
, 2012 In this study, we examine the Capital Asset Pricing Model (CAPM) structure in Dhaka Stock Exchange (DSE)market for non financial companies. The study also aims at exploring whether the CAPM is applicable in DSE.
Mustafa, Adli +3 more
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Jurnal Analisis Bisnis Ekonomi, 2016 Penelitian ini menerapkan secara langsung Capital Asset Pricing Model (CAPM) dan stochastic dominance untuk memecahkan masalah pemilihan portofolio. Adapun tujuan dari penelitian ini adalah untuk mengetahui perbedaan tingkat return dan risiko portofolio ...
Lilik Andriyani +2 more
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Consumption, Size and Book-to-Market Ratio in Equity Returns [PDF]
This study extends the standard consumption-based capital asset pricing model (C-CAPM) to include two additional factors related to firm size (SMB) and book-to-market value ratio (HML).
Peter N. Smith +2 more
core
CAPM and APT: an empirical verification on the USA market
reservedIl presente elaborato ha lo scopo di fornire un ulteriore prova empirica di due modelli fondamentali per la determinazione del rendimento di un titolo: il Capital Asset Pricing Model (CAPM) e l'Arbitrage Pricing Theory (APT).
VETTORE, DARIO
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On empirical risk measurement with asymmetric returns data [PDF]
, 2002 By formulating a nested test of the asymmetric response model of Bawa, Brown, and Klein (1981), the mean-lower partial moment CAPM (LPMCAPM) of Bawa and Lindenberg (1977) and the mean-variance CAPM of Sharpe (1963, 1964), Lintner (1965) and Mossin (1969),
Hwang, Soosung, Pedersen, Christian S.
core
A Cross Section of Equity Returns: The No-Arbitrage Test [PDF]
We propose a new test based on the no-arbitrage condition that compares cross-sectional variation in equity returns to the cross-sectional variation in their conditional covariance with the discount factors.
Peter N. Smith +2 more
core
CAPM tests and alternative factor portfolio composition: getting the alphas right. [PDF]
We show that the results of a CAPM test are quite sensitive to the details of the test design. Especially crucial are the aspects related to the weight one gives to small, low-reputation stocks when constructing both the factor portfolios and the test or
De Moor, Lieven, Sercu, Piet
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Unternehmensbewertung mit dem Nachsteuer-CAPM? [PDF]
In jüngerer Zeit verwenden Teile der Literatur das auf Brennan zurückgehende Nachsteuer- CAPM, um Unternehmenswerte nach (differenzierten) persönlichen Steuern zu bestimmen.
Wiese, Jörg
core
Ingeniare: Revista Chilena de Ingeniería, 2012 El modelo de valoración de activos de capital (Capital Asset Pricing Model - CAPM) es uno de los modelos más utilizados en la práctica para determinar el premio por riesgo de un activo individual o cartera.
Carlos A Díaz Contreras +1 more
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