Results 71 to 80 of about 1,170 (87)

AVALIAÇÃO DO RISCO SISTÊMICO DO SETOR BANCÁRIO BRASILEIRO [PDF]

Benjamin Miranda Tabak, Marcelo Yoshio Takami   +1 more
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Instabilidade e Não-Linearidades nos Mercados Financeiros [PDF]

Ana Isabel Bezerra Cavalcanti
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The Conditional CAPM and the Cross‐Section of Expected Returns

Journal of Finance, 1996
Ravi Jagannathan, Zhenyu Wang
exaly   +2 more sources

The CAPM strikes back? An equilibrium model with disasters

Journal of Financial Economics, 2019
Hang Bai, Kewei Hou, Howard Kung
exaly  

A dynamic conditional regime-switching GARCH CAPM for energy and financial markets

Energy Economics, 2020
Julien Chevallier
exaly  

The conditional CAPM does not explain asset-pricing anomalies☆

Journal of Financial Economics, 2006
Jonathan Lewellen, Stefan Nagel
exaly  

A conditional regime switching CAPM

International Review of Financial Analysis, 2018
Cherif Guermat, Jon Tucker
exaly  

Capital Asset Pricing Model (CAPM) with drawdown measure

European Journal of Operational Research, 2014
Michael Zabarankin, Konstantin Pavlikov
exaly  

The CAPM is Alive and Well: A Review and Synthesis

European Financial Management, 2010
Haim Levy
exaly  

A conditional higher-moment CAPM

International Review of Financial Analysis, 2023
exaly