Results 11 to 20 of about 1,668 (173)
Veterinární Medicína, 2008 We tested the germicide activity of 1% Chloramin BM, 1% Incidin Plus, 1% Lysoformin 3000, 0.2% Mikasept KP, and 2% Sekusept Forte against viruses in suspension (suspension test) and dried onto a surface (carrier test).
H. Dvorakova +2 more
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MENENTUKAN SAHAM YANG EFISIEN DENGAN MENGGUNAKAN METODE CAPITAL ASSET PRICING MODEL (CAPM)
E-Jurnal Matematika, 2020 CAPM has been well known as a method to select which stocks are efficient in a portfolio. The purpose of this study is to determine efficient stocks using CAPM method.
ELVINA LIADI +2 more
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Management Letters/Cuadernos de Gestión, 2022 The recent research on asset pricing shows that the higher liquidity that results from the globalization of financial markets has significantly reduced the returns tied to many market anomaly-based strategies.
Ana B. Alonso Conde, Javier Rojo Suárez
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AxiomsThe main objective of this article is to present the formulation of a Capital Asset Pricing Model ordered weighted average CAPMOWAand its extensions, called CAPM-induced OWA (CAPMIOWA), CAPM Bonferroni OWA (CAPMBon-OWA), and CAPM Bonferroni-induced OWA ...
Cristhian R. Uzeta-Obregon +5 more
doaj +1 more source
Borsa Istanbul Review, 2018 This study makes a comparative analysis of the explanatory power of CAPM and downside CAPM based risk measures for stock returns in Borsa Istanbul. 22 risk measures based on mean-variance and mean-semivariance approaches using global and local single ...
Mehmet Emin Yildiz, Yaman O. Erzurumlu
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Financial asset pricing test in chemical and petrochemical companies: Compare Factor Patterns [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2017 he purpose of this paper is to test the CAPM and APT pricing model for pricing petrochemical companies in Tehran Stock Exchange. In this regard, seasonal data related to stock returns of 18 active chemical and petrochemical companies in the stock market ...
Reza talebloo, Hossein Sheikhi
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Comparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE) [PDF]
مطالعات تجربی حسابداری مالی, 2010 The relation between risk and return, and capital asset pricing is the most basic topics in capital market. Capital Asset Pricing Model (CAPM) was suggested by Lintner and Sharpe in 1965 and has been reformed and criticized since.
F. Rostamian, Sh. Javanbakht
doaj
Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets
The Review of Financial StudiesAbstract We propose a new asset pricing model that generalizes the mean-variance framework by including probability weighting, specifically the overweighting of rare, high-impact events. Our model—the $ \Pi $-CAPM—generates several new predictions: (i) skewness has a positive price effect, amplified by volatility; (ii) the price ...
Driessen, Joost +2 more
openaire +4 more sources
Media Attention to Climate Change and Investor Flows in US Equity Mutual Funds
Business Strategy and the Environment, EarlyView.ABSTRACT This paper investigates how climate‐related news influences mutual fund investor behaviour in the United States. Although prior research has documented the financial relevance of climate risks, little is known about how media attention to climate change shapes capital allocation across mutual funds.
Laura Andreu +3 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study assesses the degree of alignment with and eligibility to the EU Taxonomy of non‐financial firms and investigates its relationship with their Cost of Debt (CoD). The empirical analysis is based on a sample of 306 non‐financial firms listed on the Stoxx Europe 600 Index across 15 European countries. Taxonomy‐related data were manually
Fabio Rizzato +3 more
wiley +1 more source