Results 21 to 30 of about 26,515 (333)
Review of Finance, 2022 This paper shows how sustainable investing—through the joint practice of exclusionary screening and environmental, social, and governance (ESG) integration—affects asset returns.
O. Zerbib
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Evidence for and against the validity of the capital asset Pricing model [PDF]
Tehnika, 2022 The Capital Asset Pricing Model (CAPM) makes a significant contribution to understanding the relationship between return and risk and valuing assets in the capital market.
Leković Miljan M.
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Studies in history and philosophy of science, 2023 The description of how individual models in families of models are related to each other is crucial for the general philosophical understanding of model-based scientific practice.
Melissa Vergara-Fernández +2 more
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Environment International, 2022 Air pollution causes a great disease burden worldwide. Recent evidences suggested that PM2.5 contributes to intestinal disease. The objective of present study was to investigate the influence of ambient PM2.5 on intestinal tissue and microbiome via whole-
Shanshan Xie +4 more
semanticscholar +1 more source
Analysis Investor Index Indonesia with Capital Asset Pricing Model (CAPM)
Aptisi Transactions on Technopreneurship (ATT), 2022 This study aimed to compare composition of the optimal portfolio of stocks, the proportion of funds in each of these stocks and calculate risk and return portfolio from Investor33 (INV33) Index and Jakarta Islamic Index (JII) in research period January ...
E. Pramono +4 more
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Quarterly Review, 1995 This article describes the academic debate about the usefulness of the capital asset pricing model (the CAPM) developed by Sharpe and Lintner. First the article describes the data the model is meant to explain—the historical average returns for various types of assets over long time periods. Then the article develops a version of the CAPM and describes
Ravi Jagannathan, Ellen R. McGrattan
openaire +2 more sources
E-Jurnal Matematika, 2021 CAPM is a method of determining efficient or inefficient stocks based on the differences between individual returns and expected returns based on the CAPM’s positive value for efficient and negative value for inefficient stocks.
ICHA WINDA DIAN SAFIRA +2 more
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Journal of Risk and Financial Management, 2022 The traditional CAPM beta is almost exclusively calculated over a return period that spans a window length of 60-months, at one-month return frequencies.
Pankaj Agrrawal, F. Gilbert, J. Harkins
semanticscholar +1 more source
Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model
Aquaculture Economics & Management, 2021 Futures on fresh farmed salmon traded at the Fish Pool market in Norway are analyzed in the context of the Capital Asset Pricing Model (CAPM) and a corresponding three-factor model where contracts are separated based on their maturities.
C. Ewald +5 more
semanticscholar +1 more source
The Usefulness of The Capital Asset Pricing Model in Predicting Total Shareholder Return
Zanco Journal of Humanity Sciences, 2023 This research aims to study the usefulness of CAPM in predicting total shareholders return, and its effectiveness in a UK-listed stock portfolio. Pearson Co.
Chnar Abdullah Rashid +1 more
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