Results 21 to 30 of about 68,268 (314)
Beta lives - some statistical perspectives on the capital asset pricing model [PDF]
, 1999 This note summarizes some technical issues relevant to the use of the idea of excess return in empirical modelling. We cover the case where the aim is to construct a measure of expected return on an asset and a model of the CAPM type is used.
Adcock, C.J., Clark, E.A.
core +1 more source
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
doaj +1 more source
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
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Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments [PDF]
, 2007 Many tests of asset-pricing models address only the pricing predictions, but these pricing predictions rest on portfolio choice predictions that seem obviously wrong.
Bossaerts, Peter +2 more
core +2 more sources
CAPM with various utility functions: Theoretical developments and application to international data
Cogent Economics & Finance, 2017 This paper presents an extension of the Capital Assets Pricing Model (hereafter CAPM) where various utility functions are applied. Specifically, we propose an overall CAPM beta that accounts for the higher order moments and reflects the investor ...
Rihab Bedoui, Houda BenMabrouk
doaj +1 more source
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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The CAPM Strikes Back? An Equilibrium Model with Disasters
Journal of Financial Economics, 2018 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 +4 more
semanticscholar +1 more source
Jurnal administrasi bisnis, 2019 The purpose of this study were: (1) To help investors pick efficient and inefficient stocks, (2) Investors know which stocks that have an optimal return and appropriate risk, (3) Investors know about CAPM metodh in determining the best investment ...
Nurain Hasan, F. Pelleng, J. Mangindaan
semanticscholar +1 more source
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
doaj +1 more source