Results 81 to 90 of about 58,661 (262)
Extreme‐weather risk and the cross‐section of stock returns
Journal of Risk and Insurance, EarlyView.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
Multiscale test of CAPM for three Central and Eastern European stock markets
Journal of Business Economics and Management, 2013 This paper examines the systematic risk and validity of the basic capital asset pricing model of Sharpe (1964), Lintner (1965) and Mossin (1966) in three Central and Eastern European stock markets (i.e. Slovenia, Hungary and Czech Republic).
Silvo Dajčman +2 more
doaj +1 more source
A Theoretical Extension of the Consumption-based CAPM Model [PDF]
We extend the Consumption-based CAPM (C-CAPM) model for representative agents with different risk attitudes. We introduce the concept of expectation dependence and show that for a risk averse representative agent, it is the first-degree expectation ...
Georges Dionne, Jingyuan Li
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Stock Portfolio Management Based on AI Technology
Journal of Forecasting, Volume 45, Issue 2, Page 458-469, March 2026.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
Retorno dos investimentos de empresas do agronegócio brasileiro
RACE: Revista de Administração, Contabilidade e Economia, 2018 Resumo: O objetivo com o estudo foi verificar a atratividade nos retornos dos investimentos de empresas brasileiras do agronegócio com o uso do modelo Capital Asset Pricing Model (CAPM).
Cristian Baú Dal Magro +3 more
doaj +1 more source
The development of a methodology for the evaluation of installed CAPM system’s effectiveness and efficiency [PDF]
, 1996 The objective of this work was to design, develop and evaluate an audit for a Computer Aided Production Management (CAPM) system. Such systems, despite their costs of purchase and implementation, find wide application in industry but there is still ...
Sitoh, Paul Jek
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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
RAE: Revista de Administração de Empresas, 2010 Nas últimas décadas, o modelo Capital Asset Pricing Model (CAPM) tem despertado grande interesse por parte da comunidadecientífica. Apesar das críticas, o aprimoramento do CAPM estático deu origem a novos modelos dinâmicos que trazem maiorsegurança para ...
Paulo N. Figueiredo, Eduardo C. Miranda
doaj
Cash-Flow Risk, Discount Risk, and the Value Premium [PDF]
A habit persistence, general equilibrium model with multiple assets matches both the time series properties of the market portfolio and the cross-sectional predictability of returns on price sorted portfolios, the value premium. Consistent with empirical
Pietro Veronesi, Tano Santos
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Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures [PDF]
In this paper, we develop a new model that explicitly considers two endogenous consumption items and investigates its applicability to consumption-capital asset pricing model (C-CAPM) by testing it with various sets of instruments.
Atsushi Maki, Kenji Wada
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