Results 11 to 20 of about 26,515 (333)
Revista Ambiente Contábil, 2022 Objetivo: O objetivo desta pesquisa é verificar a aplicabilidade dos modelos CAPM local, CAPM Local Ajustado e CAPM Ajustado Híbrido ao mercado brasileiro, a partir da análise de suas respectivas premissas e, adicionalmente, verificar a existência de ...
Vandliny Paiva Martins Teixeira +2 more
doaj +4 more sources
A conditional regime switching CAPM [PDF]
International Review of Financial Analysis, 2018 © 2017 Elsevier Inc. The standard Capital Asset Pricing Model (CAPM) is simple, intuitive, and grounded in sound economic theory. Yet, almost half a century's worth of empirical testing has so far failed to demonstrate its relevance.
Cherif Guermat, Jon Tucker
exaly +3 more sources
The CAPM strikes back? An equilibrium model with disasters
Journal of Financial Economics, 2019 Embedding disasters into a general equilibrium model with heterogeneous firms induces strong nonlinearity in the pricing kernel, helping explain the empirical failure of the (consumption) CAPM.
Hang Bai, Kewei Hou, Howard Kung
exaly +2 more sources
Multifactor Risk Models and Heterotic CAPM [PDF]
, 2016 We give a complete algorithm and source code for constructing general multifactor risk models (for equities) via any combination of style factors, principal components (betas) and/or industry factors.
Zura Kakushadze, Willie Yu
openalex +2 more sources
دراسة مقارنة باستخدام نماذج تسعير الأصول الرأسمالية (CAPM ) ونموذج Rubinstein-Leland (R-L) في تسعير تأمينات الممتلکات والمسئوليات بالتطبيق علي سوق التأمين المصرية [PDF]
Maǧallaẗ Al-Buḥūṯ Al-Mālīyyaẗ wa Al-Tiğāriyyaẗ, 2022 يعد تحديد تکلفة خدمة التأمين من أهم القرارات التي تتخذها شرکات التأمين، وأکثرها تعقيدًا، يختلف التسعير المالي عن التسعير الإکتواري التقليدي من خلال مراعاة الدور الذي تلعبه الأسواق في تحديد سعر التأمين، وبالتالي يجب أن تعکس أسعار التأمين علاقات التوازن ...
ابراهيم محمد مهدى بدوى +2 more
doaj +3 more sources
RETRACTED: Entropy-based financial asset pricing: Evidence from Pakistan.
PLoS ONE, 2022 Entropy is an alternative measure to calculate the risk, simplify the portfolios and equity risk premium. It has higher explanatory power than capital asset price model (CAPM) beta.
Sheng Wang +4 more
doaj +2 more sources
SSRN Electronic Journal, 2015 AbstractA new class of Capital Asset Pricing Models (CAPM) arises from the first principle of real investment for individual firms. Conceptually as ‘causal’ as the consumption CAPM, yet empirically more tractable, the investment CAPM emerges as a leading asset pricing paradigm.
Lu Zhang
semanticscholar +2 more sources
Toxicological analysis of acute pesticides poisoning among Moroccan population [PDF]
E3S Web of Conferences, 2021 The aim of this study is to evaluate the importance of toxicological analysis in acute intoxications by pesticides through the experience of the laboratory of the Poison Control and Pharmacovigilance Center of Morocco (CAPM).
Birich Bouchra +6 more
doaj +1 more source
Is CAPM a Behavioral Model? Estimating Sentiments from Rationalism
, 2018 The authors investigate the role of investor sentiment in asset pricing. In particular, they explore whether this investor sentiment has the ability to be predicted by the residuals from the capital asset pricing model (CAPM).
Rehman, Mobeen Ur +3 more
core +2 more sources