Results 71 to 80 of about 1,668 (173)
Extreme‐weather risk and the cross‐section of stock returns
Journal of Risk and Insurance, Volume 93, Issue 1, Page 163-198, March 2026.Abstract We document an extreme‐weather risk premium in the cross‐section of stock returns. Between 1995 and 2019, stocks of domestic U.S. firms with the most negative sensitivity to aggregate storm losses earned an annual excess‐return spread of more than 6 percentage points relative to those with the most positive sensitivity, a difference not ...
Alexander Braun +2 more
wiley +1 more source
LOX and LOXL2 Expression in Canine Mammary Carcinomas
Veterinary and Comparative Oncology, Volume 24, Issue 1, Page 160-166, March 2026.ABSTRACT Mammary tumours account for approximately 50% of the neoplasms in female dogs. Even conventionally accepted prognostic indicators often fail to reliably predict the clinical behaviour of these tumours, underscoring the need for more effective prognostic markers.
Jessika Daniel +6 more
wiley +1 more source
The Validity of CAPM and ICAPM in the Istanbul Stock Exchange
Ekonomi, Politika & Finans Araştırmaları DergisiThis study aims to answer the following research question: Are the Capital Asset Pricing Model (CAPM) and International Capital Asset Pricing Model (ICAPM) valid in the Istanbul Stock Exchange (ISE)?
Gülşah Kulalı, Muhammad Muddasir
doaj +1 more source
Estimating Systematic Risk: Case For Borsa Istanbul
Selçuk Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2014 The structure of the data set has a great impact on the estimation results. Especially the methods, which are affected by outliers like Ordinary Least Squares OLS , will lead to biased results.
Filiz Yeşilyurt +2 more
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Explanation of Capital Asset pricing: Comparison between Models [PDF]
بررسیهای حسابداری و حسابرسی, 2010 In this paper, we will intend to introduce a new model of capital asset pricing model which is called Revised Capital Asset Pricing Model. First we calculate degree of economic leverage. We investigate five economical variables (Inflation rate, financial
Fraydon Rahnamay Roodposhti +1 more
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CAPM (Capital Asset Pricing Model) with Stable Distribution
Jurnal Ilmu Dasar, 2010 In the classical finance theory, the CAPM models are developed using the Gaussian framework, that is, weassume the vector of returns can be modeled using the multivariate normal distribution.
Dedi Rosadi
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Conditional pricing model with heteroscedasticity: Evaluation of Brazilian funds [PDF]
RAE: Revista de Administração de Empresas, 2019 Empirical studies have revealed that the conditional Capital Asset Pricing Model (CAPM) has a higher explanatory power than its unconditional version, particularly for the model in state-space form where the beta is estimated using Kalman filter.
Leandro Santos da Costa +3 more
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, 2022 El objetivo de este trabajo es el análisis del Modelo de Valoración de Activo con Cartera de Mercado, y de los modelos más notables derivados de este, el modelo de 3 factores de Fama y French y el modelo de Carhart. Para realizar este análisis, se compara la capacidad explicativa que tienen los factores de riesgo considerados en cada uno de los modelos.
openaire +1 more source
Modelo CAPM Condicional: Um Panorama Geral
Revista de Economia Mackenzie, 2007 Despite all the criticism, the improvement of the static CAPM, which has generated new dynamic models, provided investors with stronger guarantee through financial transactions.
Elmo Tambosi Filho, Fabio Gallo Garcia
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Jurnal Analisis Bisnis Ekonomi, 2016 Penelitian ini menerapkan secara langsung Capital Asset Pricing Model (CAPM) dan stochastic dominance untuk memecahkan masalah pemilihan portofolio. Adapun tujuan dari penelitian ini adalah untuk mengetahui perbedaan tingkat return dan risiko portofolio ...
Lilik Andriyani +2 more
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