Results 51 to 60 of about 68,268 (314)

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
doaj  

Herding and Anti‐Herding Behaviour in the UK, French and German Stock Markets Before and During the Covid Pandemic

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, Paraskevi Katsiampa, Keith Pilbeam, Alexander Tziamalis   +3 more
wiley   +1 more source

Capital market of Bulgaria: testing different CAPM corrections [PDF]

, 2010
The present study makes comparison in the usage and the level of accuracy of different methods for calculation of the expected return. The presented methods are based on CAPM, but with different corrections.
Kostenarov, Krasimir, Tsonchev, Radoslav
core  

Single factor financial asset pricing models: an empirical test of the Capital Asset Pricing Model CAPM and the Downside Capital Asset Pricing Model D-CAPM Modelos de precificação de ativos financeiros de fator único: um teste empírico dos modelos CAPM e D-CAPM

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
doaj  

Capital Asset Pricing Model (CAPM) 2.0: Account of Business and Financial Risk

Финансы: теория и практика
The 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, T. V. Filatova, V. L. Kulik   +2 more
doaj   +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
doaj   +1 more source

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, Svatopluk Kapounek, Ondřej Veselý   +2 more
doaj   +1 more source

Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets

The Review of Financial Studies
Abstract We propose a new asset pricing model that generalizes the mean-variance framework by including probability weighting, specifically the overweighting of rare, high-impact events. Our model—the $ \Pi $-CAPM—generates several new predictions: (i) skewness has a positive price effect, amplified by volatility; (ii) the price effect ...
Driessen, Joost, Ebert, Sebastian, Koëter, Joren   +2 more
openaire   +3 more sources

Climate Transition Risk, ESG Rating Divergence and Portfolio Performance: Evidence From Composite Scores and Climate‐Adjusted Factor Models

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, Murad Harasheh, Giovanni Esposito   +2 more
wiley   +1 more source

Valoración por el método de flujo de caja libre: finca bananera de Urabá

Apuntes Contables, 2019
La producción de banano es fundamental en la economía de la región de Urabá, por tanto, es necesario que sea más competitiva técnica y financieramente, por ello se realizó una valoración de empresa para una finca exportadora de banano ubicada en esta ...
María Camila Henao Vásquez, Diego Andrés Caro Atehortúa   +1 more
doaj   +1 more source