Results 171 to 180 of about 26,515 (333)
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
doaj
This thesis empirically examined conditional four-moment CAPM and APT pre-specified macroeconomic variables with market liquidity in four Arab stock markets, namely Jordan, Morocco, Tunisia and Kuwait over a period extended from January 1998 to December ...
Ali, Abubaker Ali
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
Testing Portfolio Efficiency and the CAPM in the KOSDAQ Market
, 2010 Bon-Yul Koo, Pyung-Kee Kim, 남윤명
openalex +1 more source
A heuristic model for the cost of capital of healthcare facilities: estimates for five countries. [PDF]
BMC Health Serv ResZuniga-Jara S +2 more
europepmc +1 more source
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
Validity of capital asset pricing model: evidence from Karachi stock exchange
This study investigates the validity of Capital Asset Pricing (CAP) Model in Karachi stock exchange (KSE). The data of 387 companies of 30 different sectors on monthly, quarterly and semiannual basis are used. The Paired sample t- test is applied to find
Imtiaz, arif +3 more
core
Some extensions of the conditional CAPM [PDF]
The objective of this thesis is to consider some extensions of the CAPM and to investigate whether such extensions can offer a better explanation for the US average equity returns.
Vendrame, Vasco
core
Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
PLoS OneHuynh TT, Khoa BT.
europepmc +1 more source
Genome-wide association study identifies novel variants in olfactory, vitamin A, vitamin B, and cadherin pathways associated with learning and memory. [PDF]
Sci RepHopkins LN +10 more
europepmc +1 more source