Results 81 to 87 of about 1,170 (87)

Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices

International Review of Financial Analysis, 2018
Fergal O'Connor, Jacco Johan Jacob Thijssen   +1 more
exaly  

Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying

Journal of Political Economy, 2001
Martin Lettau, Sydney C Ludvigson
exaly  

Combined DEMATEL technique with a novel MCDM model for exploring portfolio selection based on CAPM

Expert Systems With Applications, 2011
Gwo-Hshiung Tzeng
exaly  

The Investment CAPM

European Financial Management, 2017
exaly  

Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆

Journal of Financial Economics, 2010
exaly  

The Value Premium and the CAPM

Journal of Finance, 2006
exaly  

A time-varying perspective on the CAPM and downside betas

International Review of Economics and Finance, 2014
exaly