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Entropy-based financial asset pricing: Evidence from Pakistan. [PDF]
PLoS ONE, 2022 Entropy is an alternative measure to calculate the risk, simplify the portfolios and equity risk premium. It has higher explanatory power than capital asset price model (CAPM) beta.
Sheng Wang +4 more
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Evidence for and against the validity of the capital asset Pricing model [PDF]
Tehnika, 2022 The Capital Asset Pricing Model (CAPM) makes a significant contribution to understanding the relationship between return and risk and valuing assets in the capital market.
Leković Miljan M.
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Empirical Test of the Relationship between Consumption and Capital Asset Pricing in Tehran Stock Exchange [PDF]
مجله توسعه و سرمایه, 2021 Objective: The purpose of this paper is to derive a better criterion for systematic risk and to develop a closer relationship between the capital market and basic economic concepts and to explain the relationship between risk and return and pricing of ...
Shahrooz Pourfard, Behrooz Pourfard
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Testing for Asset Pricing Model based on Sentiment Indexes: SAPM Model [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2022 The purpose of this article is to investigate the effect of behavioral deviations on the pricing of financial assets with the assumption that sentiment is an important and relevant risk factor in the Iranian capital market.
Reza Talebloo +2 more
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Jurnal Aplikasi Manajemen, 2020 This study determines the accuracy level of CAPM and APT in determining the expected return of LQ45 and comparing the expected return from CAPM and APT models. This study uses descriptive and comparative research approaches.
Irni Yunita +2 more
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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
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Al-tijary, 2018 As an Islamic financial institutions into the capital market for investment, the guidance in the areas of risk and return and security prices under Shari'a framework necessary.
Shofia Mauizotun Hasanah, Ima Maspupah
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Forecasting Returns with a Hybrid Model: Neural Network Autoregressive Market Predictions and CAPM for Asset Valuation [PDF]
Mathematics and Modeling in FinanceAccurate forecasting of asset returns is essential for informed investment decisions and effective portfolio management. This paper explores a hybrid model that combines the Capital Asset Pricing Model (CAPM) with Neural Network Autoregressive (NNAR ...
Mohammad Zare
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E-Jurnal Matematika, 2021 CAPM is a method of determining efficient or inefficient stocks based on the differences between individual returns and expected returns based on the CAPM’s positive value for efficient and negative value for inefficient stocks.
ICHA WINDA DIAN SAFIRA +2 more
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