Results 21 to 30 of about 17,534 (244)
AxiomsThe main objective of this article is to present the formulation of a Capital Asset Pricing Model ordered weighted average CAPMOWAand its extensions, called CAPM-induced OWA (CAPMIOWA), CAPM Bonferroni OWA (CAPMBon-OWA), and CAPM Bonferroni-induced OWA ...
Cristhian R. Uzeta-Obregon +5 more
doaj +1 more source
Borsa Istanbul Review, 2018 This study makes a comparative analysis of the explanatory power of CAPM and downside CAPM based risk measures for stock returns in Borsa Istanbul. 22 risk measures based on mean-variance and mean-semivariance approaches using global and local single ...
Mehmet Emin Yildiz, Yaman O. Erzurumlu
doaj +1 more source
Comparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE) [PDF]
مطالعات تجربی حسابداری مالی, 2010 The relation between risk and return, and capital asset pricing is the most basic topics in capital market. Capital Asset Pricing Model (CAPM) was suggested by Lintner and Sharpe in 1965 and has been reformed and criticized since.
F. Rostamian, Sh. Javanbakht
doaj
Climate Risks and the Risk Premia of AI Stocks: Some Forecasting Experiments
Journal of Forecasting, EarlyView.ABSTRACT This study examines whether physical and transition climate‐risk measures predict the risk premia of AI‐related stocks, and whether incorporating these risks improves forecast performance relative to benchmark models. The findings suggest that global transition climate shocks lower the premia of AI stocks, while US climate policy increases ...
Afees A. Salisu, Abeeb O. Olaniran
wiley +1 more source
Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing
International Journal of Finance &Economics, EarlyView.ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk +3 more
wiley +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This study investigates the evolving integration of 10 major Asian stock markets with key global and regional financial centres, namely, the U.S., China, the E.U., and a constructed Asia centroid. Incorporating all four statistical moments (mean, variance, skewness, and kurtosis), we compute pairwise Euclidean distances to evaluate the degree ...
Burak Korkusuz +3 more
wiley +1 more source
Inefficient Frontiers: Industry‐Specific Anomalies in Frontier Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT In this study we identify low‐risk anomalies affiliated with industry in frontier markets, offering valuable insights for fund managers and investors managing an internationally diversified portfolio. Utilising a two‐beta model—incorporating both market and industry betas—we reveal a distinct low‐beta anomaly with a monthly magnitude of 2.13 ...
Alya Hourani +3 more
wiley +1 more source
Journal of Magnetic Resonance Imaging, EarlyView.ABSTRACT Background Diffusion tensor imaging (DTI) is sensitive to white matter (WM) microstructural alterations in multiple sclerosis (MS), but duration‐defined “early MS” cohorts may be clinically heterogeneous. Purpose To investigate diffusion alterations in WM and normal‐appearing white matter (NAWM) in low‐disability MS versus healthy controls (HC)
Fabiana Bianca Hayashi Umezaki +8 more
wiley +1 more source
Sustainable Development, EarlyView.ABSTRACT Climate change, political stability, and sustainability are three central factors that interact and serve as key drivers of achieving the Sustainable Development Goals (SDGs) in the MENA (Middle East and North Africa) region. Accordingly, this paper aims to fill a vital research gap by examining the impacts of climate change, natural resource ...
Hicham Ayad +2 more
wiley +1 more source