Results 11 to 20 of about 22,160,059 (182)
PRAGMATICS OF USING A MODIFIED CAPM MODEL FOR ESTIMATING COST OF EQUITY ON EMERGING MARKETS
Baltic Journal of Economic Studies, 2016 The aim of the work is to forming pragmatic recommendations for the development and implementation the modified CAPM model in the process of estimating the equity value on emerging markets.
Vitaliy Semenyuk
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Studies in history and philosophy of science, 2023 The description of how individual models in families of models are related to each other is crucial for the general philosophical understanding of model-based scientific practice.
Melissa Vergara-Fernández +2 more
semanticscholar +1 more source
Review of Finance, 2022 This paper shows how sustainable investing—through the joint practice of exclusionary screening and environmental, social, and governance (ESG) integration—affects asset returns.
O. Zerbib
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Analysis Investor Index Indonesia with Capital Asset Pricing Model (CAPM)
Aptisi Transactions on Technopreneurship (ATT), 2022 This study aimed to compare composition of the optimal portfolio of stocks, the proportion of funds in each of these stocks and calculate risk and return portfolio from Investor33 (INV33) Index and Jakarta Islamic Index (JII) in research period January ...
E. Pramono +4 more
semanticscholar +1 more source
Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model
Aquaculture Economics & Management, 2021 Futures on fresh farmed salmon traded at the Fish Pool market in Norway are analyzed in the context of the Capital Asset Pricing Model (CAPM) and a corresponding three-factor model where contracts are separated based on their maturities.
C. Ewald +5 more
semanticscholar +1 more source
Downside Risk-Based Six-Factor Capital Asset Pricing Model (CAPM): A New Paradigm in Asset Pricing
Sustainability, 2020 The importance of downside risk cannot be denied. In this study, we have replaced beta in the five-factor model of using downside beta and have added a momentum factor to suggest a new six-factor downside beta capital asset pricing model (CAPM).
Usman Ayub +4 more
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Kinerja, 2020 This study is to determine the accuracy of the CAPM model in predicting 100 compass stock returns listed on the Indonesia Stock Exchange for the period 2013-2017.
Euis Bandawaty
semanticscholar +1 more source
, 2018 This study aims to predict banking stock returns in Indonesia. The problem under study is the difficulty of determining banking stock returns. This study uses the VAR approach by comparing CAPM and APT.
A. Siahaan, Rusiadi
semanticscholar +1 more source
Modified capital asset pricing model (CAPM) into sharia framework
Journal of Physics: Conference Series, 2020 This study is to expose the sharia concept in the Islamic market, especially on the practice of the equilibrium model or the Capital Asset Pricing Model (CAPM). Islamic index and sharia market are introduced to answer the Islamic investment.
R. Subekti, Abdurakhman, D. Rosadi
semanticscholar +1 more source
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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