Results 231 to 240 of about 58,661 (262)
Some of the next articles are maybe not open access.
Το υπόδειγμα CAPM βασισμένο στην κατανάλωση (C-CAPM)
2007Διπλωματική εργασία - Οικονομικό Πανεπιστήμιο Αθηνών.
openaire +1 more source
International Liquidity CAPM [PDF]
, 2014 In this paper we study how funding constraints affect asset prices internationally. We build an equilibrium model with multiple countries where investors face margin constraints, and derive an international funding-liquidity-adjusted CAPM. In particular, the model has implications for (i) the global and local liquidity effect on asset prices in the ...
Philippe Mueller +3 more
openaire
2022
Rizik i neizvjesnost nisu istoznačnice. Rizik se može izmjeriti dok se neizvjesnost ne može mjeriti te je bitno što preciznije izmjeriti rizik kako bi se smanjila mogućnost odabira krivog uloga. Pojedini investitori su skloni riziku jer na taj način postižu velike prinose, ali isto tako diverzificiraju odnosno ulažu u portfelj vrijednosnih papira. Tema
openaire +1 more source
Rizik i neizvjesnost nisu istoznačnice. Rizik se može izmjeriti dok se neizvjesnost ne može mjeriti te je bitno što preciznije izmjeriti rizik kako bi se smanjila mogućnost odabira krivog uloga. Pojedini investitori su skloni riziku jer na taj način postižu velike prinose, ali isto tako diverzificiraju odnosno ulažu u portfelj vrijednosnih papira. Tema
openaire +1 more source
SSRN Electronic Journal, 2016
Capital asset pricing model is a popular formula using to calculate asset prices. This research looks at the sample forecasting of three CAPM constant beta model from 2005 to 2014. This research is going to look at the capabilities of CAPM by using the past varying.
openaire +1 more source
Capital asset pricing model is a popular formula using to calculate asset prices. This research looks at the sample forecasting of three CAPM constant beta model from 2005 to 2014. This research is going to look at the capabilities of CAPM by using the past varying.
openaire +1 more source
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.
openaire +1 more source
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.
openaire +1 more source
, 2013 We provide a disaster-based explanation for the failure of the CAPM in the post-Compustat sample as well as its success to explain the value premium in the long sample that includes the Great Depression. In an investment-based asset pricing model embedded with rare disasters, value stocks are more sensitive to disaster shocks than growth stocks.
Lu Zhang, Howard Kung, Hang Bai
openaire
2008
Cílem první části této bakalářské práce je - pomocí analýzy výchozích textů - teoretické shrnutí ekonomických modelů a teorií, na kterých model CAPM stojí: Markowitzův model teorie portfolia (analýza maximalizace očekávaného užitku a na něm založený model výběru optimálního portfolia), Tobina (rozšíření Markowitzova modelu ?
openaire +1 more source
Cílem první části této bakalářské práce je - pomocí analýzy výchozích textů - teoretické shrnutí ekonomických modelů a teorií, na kterých model CAPM stojí: Markowitzův model teorie portfolia (analýza maximalizace očekávaného užitku a na něm založený model výběru optimálního portfolia), Tobina (rozšíření Markowitzova modelu ?
openaire +1 more source