Results 251 to 260 of about 68,268 (314)

A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow. [PDF]

Entropy (Basel)
Wei Y, Xi W.
europepmc   +1 more source

Validez Del Supuesto De Neutralidad Del Horizonte De Tiempo En El CAPM Y La Metodología Del Rango Reescalado: Aplicación a Colombia (Validity of the Time Horizon Neutrality Assumption in the CAPM Model and the Rescaled Range Method)

, 2011
L.J. Míguez Rodríguez, Karen Juliet
openalex   +1 more source

Valuation of Medical Innovation Handling with Uncertainty and Risk. [PDF]

J Mark Access Health Policy
Nuijten M, Capri S.
europepmc   +1 more source

Toxic myocarditis following scorpion sting in a child: a case report and pediatric management approach. [PDF]

BMC Pediatr
Akbari A, Niksefat F, Mirshahi A, Salehi F.   +3 more
europepmc   +1 more source

Asset pricing anomalies: Comparative performance of CAPM, FF3FM, and FF5FM in the Indian equity market

Khushboo Sagar
openalex   +1 more source

Portfolio Management in Times of Elevated Risk. Safe-Haven and Hedge Assets in CAPM Setting

Ewa Feder‐Sempach
openalex   +1 more source

The Investment CAPM

, 2017
openaire   +1 more source

Patient and Provider Experiences With Compassionate Care in Virtual Physiatry: Qualitative Study.

J Med Internet Res
Wasilewski MB, Vijayakumar A, Szigeti Z, Mayo A, Desveaux L, Shaw J, Hitzig SL, Simpson R.   +7 more
europepmc   +1 more source

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The Investment CAPM

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
openaire   +2 more sources

Explaining the Failure of the Unconditional CAPM with the Conditional CAPM

Management Science, 2023
When the cost of hedging is nil, the conditional capital asset pricing model (CAPM) holds. We empirically test the conditional CAPM by regressing asset returns onto the product of their conditional betas and market returns. Estimated intercepts are not statistically different from zero, implying that the conditional CAPM successfully explains the ...
Michael Hasler, Charles Martineau
openaire   +1 more source