Results 41 to 50 of about 68,268 (314)
Physical Climate Risk in Asset Management
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Climate‐related phenomena are increasingly affecting regions worldwide, manifesting as floods, water scarcity, and heat waves, significantly impairing companies' assets and productivity. It is essential for asset managers to quantify the exposure of their portfolios to such risk.
Michele Azzone +3 more
wiley +1 more source
How does ESG explain excess returns in emerging market? An Asset-Pricing Approach
Jurnal Manajemen Teori dan Terapan, 2023 Objective: Previous studies found several important risk factors for the capital market in explaining stock performance. However, most studies only consider conventional investment factors without considering sustainable ones.
Clarissa Mulialim, Muhammad Madyan
doaj +1 more source
Stock Portfolio Management Based on AI Technology
Journal of Forecasting, EarlyView.ABSTRACT Forecasting stock performance is crucial for formulating a profitable trading approach aimed at achieving significant gains. In addition, prediction results serve as essential prerequisites for creating and optimizing active investment portfolios.
Alejandro Moreno Alonso +1 more
wiley +1 more source
MENENTUKAN SAHAM YANG EFISIEN DENGAN MENGGUNAKAN METODE CAPITAL ASSET PRICING MODEL (CAPM)
E-Jurnal Matematika, 2020 CAPM has been well known as a method to select which stocks are efficient in a portfolio. The purpose of this study is to determine efficient stocks using CAPM method.
ELVINA LIADI +2 more
doaj +1 more source
Equilibrium prices of the titles: Sharpe and the Securities Valuation Model (CAPM)
Mercados y Negocios, 2023 The Capital Asset Pricing Model (CAPM) is a model used to calculate the profitability that an investor must demand when making an investment in a financial asset, depending on the risk he is assuming.
Juan Gaytán Cortés
doaj +1 more source
Climate Change and Investors' Behaviour: Assessing a New Type of Systematic Risk
International Journal of Finance &Economics, EarlyView.ABSTRACT This study explores how temperature anomalies, a novel form of systematic risk, affect financial markets, expanding the traditional understanding of market‐wide risks. While climate change is becoming an important consideration, the extent to which temperature anomalies disrupt economic activities and influence stock returns is urgently needed
Natthinee Thampanya, Junjie Wu
wiley +1 more source
Analysis of stock investment selection based on CAPM using covariance and genetic algorithm approach
, 2018 Investment is one of the economic growth factors of countries, especially in Indonesia. Stocks is a form of investment, which is liquid. In determining the stock investment decisions which need to be considered by investors is to choose stocks that can ...
Sukono +6 more
semanticscholar +1 more source
Measuring Currency Risk Premium: The Case of Turkey
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines the determinants of a change in currency expectations for the Turkish Lira (TL) versus the US dollar with different maturities (1 month, 3 months and 1 year). The risk premium is estimated using the interest rate differential and a latent component called the missing risk premium.
Idil Uz Akdogan +2 more
wiley +1 more source
Self-Consistent Asset Pricing Models [PDF]
, 2006 We discuss the foundations of factor or regression models in the light of the self-consistency condition that the market portfolio (and more generally the risk factors) is (are) constituted of the assets whose returns it is (they are) supposed to explain.
Alexander +41 more
core +2 more sources
MathematicsThe capital asset pricing model (CAPM) is a foundational asset pricing model that is widely applied and holds particular significance in the globally influential Chinese stock market. This study focuses on the banking sector, enhancing the performance of
Bohan Zhao, Hong Yin, Yonghong Long
doaj +1 more source