Results 151 to 160 of about 26,515 (333)

The CAPM Is Wanted, Dead or Alive

, 1997
H. Kent Baker
openalex   +1 more source

A Test of International CAPM [PDF]

We propose and implement a Wald test of the international capital asset pricing model. Ex post asset returns are regressed on asset supplies. CAPM requires that the matrix of coefficients from a regression of n rates of return on n asset supply shares be
Anthony P. Rodrigues, Charles Engel
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  

Non-standardized form of CAPM and stock returns

Emerging markets like Pakistan confront with the problem to validate the CAPM in its original form. Since standard form of this model has unrealistic assumptions, different non-standardized forms have been introduced by different researchers.
Muhammad, Irfan
core  

An Arbitrary Benchmark CAPM: One Additional Frontier Portfolio is Sufficient [PDF]

The benchmark CAPM linearly relates the expected returns on an arbitrary asset, an arbitrary benchmark portfolio, and an arbitrary MV frontier portfolio.
Ekern, Steinar
core  

Aplicación del modelo CAPM para la valoración de acciones en el mercado integrado latinoamericano MILA [PDF]

, 2015
El presente trabajo aplica el modelo CAPM y evalùa su validez para la valoración de acciones en el Mercado Integrado Latinoamericano (MILA):. Primero se caracterizaron de manera comparativa los mercados bursàtiles de Colombia, Chile y Perú.
Firacative Ropero, Edwin Francisco
core  

Tőkepiaci modellek tesztelése

, 2022
Szakdolgozatom első részében a tőkepiaci modellek elméleti részét vázoltam fel. Kitértem a Markowitz-féle hatékony portfólióelméletre, a tőkepiaci árfolyamok modelljére, illetve az arbitrált árfolyamok elméletére.
Kósa, Kristóf
core  

Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying

Journal of Political Economy, 2001
Martin Lettau, S. Ludvigson
semanticscholar   +1 more source

ANALISIS KOMPARATIF PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN CAPITAL ASSET PRICING MODEL (CAPM) DAN STOCHASTIC DOMINANCE

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, Farida Farida, Dwi Lailatul Machfiroh   +2 more
doaj  

CAPM and Risk in the Australian Regulatory Context

, 2002
Nick Wills‐Johnson, Peter B. Kenyon, Lakshman Alles   +2 more
openalex   +1 more source