Results 11 to 20 of about 68,268 (314)
Quarterly Review, 1995 This article describes the academic debate about the usefulness of the capital asset pricing model (the CAPM) developed by Sharpe and Lintner. First the article describes the data the model is meant to explain—the historical average returns for various types of assets over long time periods. Then the article develops a version of the CAPM and describes
Ravi Jagannathan, Ellen R. McGrattan
openaire +2 more sources
Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model
Aquaculture Economics & Management, 2021 Futures on fresh farmed salmon traded at the Fish Pool market in Norway are analyzed in the context of the Capital Asset Pricing Model (CAPM) and a corresponding three-factor model where contracts are separated based on their maturities.
C. Ewald +5 more
semanticscholar +1 more source
On Uniqueness of Equilibria in the CAPM [PDF]
SSRN Electronic Journal, 2000 Working paper / Institute for Empirical Research in Economics ...
Hens, Thorsten +2 more
openaire +3 more sources
The Contextual Adaptation and Digitization of an Online Parenting Program for Displaced Families: A Pilot Study With Latiné Immigrant Parents. [PDF]
Fam ProcessABSTRACT Immigrant and refugee families experience heightened stress and trauma before, during, and after their migration journeys. In the last decade, research on parenting interventions for immigrant and refugee families has increased, inspiring researchers to explore effective, efficient, and sustainable methods that enhance service utilization and ...
Banegas JM +4 more
europepmc +2 more sources
The Usefulness of The Capital Asset Pricing Model in Predicting Total Shareholder Return
Zanco Journal of Humanity Sciences, 2023 This research aims to study the usefulness of CAPM in predicting total shareholders return, and its effectiveness in a UK-listed stock portfolio. Pearson Co.
Chnar Abdullah Rashid +1 more
doaj +1 more source
Jurnal Aplikasi Manajemen, 2020 This study determines the accuracy level of CAPM and APT in determining the expected return of LQ45 and comparing the expected return from CAPM and APT models. This study uses descriptive and comparative research approaches.
Irni Yunita +2 more
doaj +1 more source
The CAPM Is Alive and Well [PDF]
, 1993 In empirical studies of the CAPM, it is commonly assumed that, (a) the return to the value-weighted portfolio of all stocks is a reasonable proxy for the return on the market portfolio of all assets in the economy, and (b) betas of assets remain constant over time.
Ravi Jagannathan, Zhenyu Wang
openaire +3 more sources
Clinical definition, biological characterization, and detection guidelines of subjective cognitive decline due to Alzheimer's disease and related dementia: A position paper from ISTAART SCD PIA. [PDF]
Alzheimers DementAbstract Subjective cognitive decline (SCD)—self‐perceived cognitive worsening without objective deficits—has emerged as a clinically meaningful, potential early manifestation of Alzheimer's disease (AD). Positioned at the intersection of normal aging, neuropsychiatric symptoms, and preclinical neurodegeneration, SCD offers a unique window for early ...
Moretti DV +10 more
europepmc +2 more sources
Further evidence on the validity of CAPM: The Warsaw Stock Exchange application
, 2020 Aim/purpose – The purpose of the research is to verify the Capital Asset Pricing Model (CAPM) in the Polish capital market based on a conventional and downside risk approach.
Lesław Markowski
semanticscholar +1 more source
Modified capital asset pricing model (CAPM) into sharia framework
Journal of Physics: Conference Series, 2020 This study is to expose the sharia concept in the Islamic market, especially on the practice of the equilibrium model or the Capital Asset Pricing Model (CAPM). Islamic index and sharia market are introduced to answer the Islamic investment.
R. Subekti, Abdurakhman, D. Rosadi
semanticscholar +1 more source