Results 31 to 40 of about 1,668 (173)
FORMATION OF THE INVESTMENT PORTFOLIO ON THE BASIS OF THE CAPM
Вестник Северо-Кавказского федерального университета, 2022 The article describes a popular model for evaluating capital assets CAPM. Studied the method offorming an efficient investment portfolio, using this model. Unlike investigated by the CAPM model, the index W. Sharpe. The basic principles for the selection
Yulia Konopleva
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International Journal of Finance &Economics, EarlyView.ABSTRACT This paper studies herding and anti‐herding behaviour in three European stock markets before and during the Covid‐19 pandemic by employing both static and dynamic analysis. We examine four different questions related to herding behaviour: (i) Did herding behaviour increase during the pandemic? (ii) Does herding behaviour respond differently in
Dimitrios Asteriou +3 more
wiley +1 more source
A look at the actual cost of capital of US firms
Cogent Economics & Finance, 2016 The capital asset pricing model (CAPM) receives both criticism and widespread adoption by practitioners and academics as the weighted average cost of capital (WACC) equity component.
David J. Moore
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Impact of Social Media on the Stock Market: Evidence from Tweets
European Journal of Business Science and Technology, 2015 The paper deals with the impact of the economic agent sentiment on the return for Apple and Microsoft stocks. We employed text mining procedures to analyze Twitter messages with either negative or positive sentiment towards the chosen stock titles. Those
Vojtěch Fiala +2 more
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International Journal of Finance &Economics, EarlyView.ABSTRACT This study investigates how ESG rating divergences and climate transition risks jointly influence portfolio performance. Using a newly constructed composite Environmental (E) score derived from principal component analysis (PCA) across three leading ESG providers (Eikon, RobecoSAM, Sustainalytics), we build industry‐adjusted portfolios for 389
Ahmed Bouteska +2 more
wiley +1 more source
REGE Revista de Gestão, 2005 This study analyzed the Capital Asset Pricing Model CAPM as well as the Downside Capital Asset Pricing Model D-CAPM and evaluated the latter as an efficient alternative asset pricing model.
Felipe Dias Paiva
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Capital Asset Pricing Model (CAPM) 2.0: Account of Business and Financial Risk
Финансы: теория и практикаThe famous Capital Asset Pricing Model (CAPM), widely used in practice, takes into account only the business risk associated with investments in a specific company [not the entire market (or industry)].
P. N. Brusov +2 more
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Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM
Revista Mexicana de Economía y Finanzas Nueva Época REMEF, 2021 El objetivo de este estudio es medir el riesgo de mercado de portafolios de acciones del mercado financiero mexicano en periodos de alta volatilidad mediante cuatro metodologías: 1) la Beta del CAPM (-CAPM), 2) el VaR-Simulación Histórica (VaR-SH), 3 ...
Bárbara Ruth Trejo Becerril +1 more
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Climate Change Laws and European Stock Markets: An Event Analysis
International Journal of Finance &Economics, EarlyView.ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis +2 more
wiley +1 more source
RAE: Revista de Administração de Empresas, 2010 Nas últimas décadas, o modelo Capital Asset Pricing Model (CAPM) tem despertado grande interesse por parte da comunidade científica. Apesar das críticas, o aprimoramento do CAPM estático deu origem a novos modelos dinâmicos que trazem maior segurança ...
Elmo Tambosi Filho +3 more
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