Sparse Portfolio selection via Bayesian Multiple testing
, 2020 We presented Bayesian portfolio selection strategy, via the $k$ factor asset pricing model. If the market is information efficient, the proposed strategy will mimic the market; otherwise, the strategy will outperform the market.
Das, Sourish, Sen, Rituparna
core
Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM [PDF]
This paper examines the applicability of CAPM in explaining the risk-return relation in the Malaysian stock market for the period of January 1995 to December 2006.
Md Isa, Abu Hassan +2 more
core +1 more source
Testing the Capital Asset Pricing Model (CAPM) on the Uganda Stock Exchange [PDF]
, 2010 David Wakyiku
openalex +1 more source
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
doaj
Testing and comparing conditional CAPM with a new approach in the cross-sectional framework [PDF]
, 2014 This study examines the conditional relationship between beta and return for stocks traded on S&P 500 for the period from July 2001 to June 2011. The portfolios formed based on the Book value per share and betas using monthly data.
Alexandridis, Antonis +2 more
core
An Analysis of CAPM Efficiency: The Case of the DFM Market in Dubai
, 2021 Nazli Orazalyyeva +4 more
openalex +1 more source
The Conditional CAPM does not Explain Asset-Pricing Anamolies [PDF]
Recent studies suggest that the conditional CAPM might hold, period-by-period, and that time-varying betas can explain the failures of the simple, unconditional CAPM.
Jonathan Lewellen, Stefan Nagel
core
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
europepmc +1 more source
The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility [PDF]
We examine the relation between US stock market returns and the US business cycle for the period 1960 - 2003 using a new methodology that allows us to estimate a time-varying equity premium. We identify two channels in the transmission mechanism.
M R Wickens, P N Smith, S Sorensen
core
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
europepmc +1 more source