Results 151 to 160 of about 68,268 (314)
The Conditional CAPM and the Cross-Section of Expected Returns
, 1996 R. Jagannathan, Zhenyu Wang
semanticscholar +1 more source
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
Journal of Political Economy, 1999 M. Lettau, Sydney C. Ludvigson
semanticscholar +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
Comparison of the CAPM Model and the Fama-French Three-Factor Model —Empirical Data Based on SSE A-Share Market [PDF]
乐 张
openalex +1 more source
Firm Value and the mis-use of the CAPM for valuation and decision making [PDF]
This paper shows that a decision maker using the CAPM for valuing firms and making decisions may contradict Modigliani and Miller’s Proposition I, if he adopts the widely-accepted disequilibrium NPV.
Magni, Carlo Alberto
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Risk premium: insights over the threshold [PDF]
, 2006 The aim of this paper is twofold: First to test the adequacy of Pareto distributions to describe the tail of financial returns in emerging and developed markets, and second to study the possible correlation between stock market indices observed returns ...
Fernandes, Jose L. B. +2 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
doaj
Contextualist model evaluation: models in financial economics and index funds. [PDF]
Eur J Philos Sci, 2023 Vergara-Fernández M +2 more
europepmc +1 more source
Human capital-based four-factor asset pricing model: An empirical study from Pakistan. [PDF]
Heliyon, 2023 Khan N, Zada H, Ahmed S, Shah FA, Jan S.
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