Results 121 to 130 of about 13,843 (175)

An appraisal of fund of funds efficiency based on risk-adjusted performance measures: Application of an augmented WASPAS methodology. [PDF]

PLoS One
Shabani M, Khodarahmi A, Ghousi R, Mohammadi E, Ghanbari H.   +4 more
europepmc   +1 more source

Testing CAPM for the Swedish Stock Market In Order to Capture the Price Expectations - A Comparison Between Conditional CAPM, and Unconditional CAPM

Publikationer från Örebro universitet, 2016
Grek, Åsa, Jimaale, Abdi
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How to measure mutual fund performance: economic versus statistical relevance. [PDF]

Bams, Dennis, Otten, Rogér
core   +1 more source

Vulnerability Analysis Method Based on Network and Copula Entropy. [PDF]

Entropy (Basel)
Chen M, Liu J, Zhang N, Zheng Y.
europepmc   +1 more source

Artificial intelligence in financial market prediction: advancements in machine learning for stock price forecasting. [PDF]

Front Artif Intell
Rohan A, Hossen MD, Pranto MN, Hossain B, Yoshi AM, Islam R.   +5 more
europepmc   +1 more source

Dal capm al conditional capm: una verifica empirica su titoli italiani

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The Conditional CAPM Revisited: Evidence From High-Frequency Betas [PDF]

Hollstein, Fabian, Prokopczuk, Marcel, Wese Simen, Chardin   +2 more
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Explaining the Failure of the Unconditional CAPM with the Conditional CAPM

Management Science, 2023
When the cost of hedging is nil, the conditional capital asset pricing model (CAPM) holds. We empirically test the conditional CAPM by regressing asset returns onto the product of their conditional betas and market returns. Estimated intercepts are not statistically different from zero, implying that the conditional CAPM successfully explains the ...
Michael Hasler, Charles Martineau
openaire   +3 more sources