Results 201 to 210 of about 55,979 (234)

A conditional regime switching CAPM

International Review of Financial Analysis, 2018
Cherif Guermat, Jon Tucker
exaly  

The CAPM and Capm-Related Models

John Fowler, Subhash Abhayawansa, Reza Tajaddini   +2 more
openaire   +1 more source

CAPM und Tax-CAPM im Mehrperiodenfall

2019
openaire   +1 more source

Capital Asset Pricing Model (CAPM) with drawdown measure

European Journal of Operational Research, 2014
Michael Zabarankin, Konstantin Pavlikov
exaly  

A conditional higher-moment CAPM

International Review of Financial Analysis, 2023
exaly  

Multifactor CAPM

2008
openaire   +1 more source

The CAPM is Alive and Well: A Review and Synthesis

European Financial Management, 2010
Haim Levy
exaly  

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

Journal of Political Economy, 2001
Martin Lettau, Sydney C Ludvigson
exaly  

The CAPM

2017
openaire   +1 more source

Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices

International Review of Financial Analysis, 2018
Fergal O'Connor, Jacco Johan Jacob Thijssen   +1 more
exaly