Results 151 to 160 of about 13,843 (175)

Asset Valuation in a (Realistic) Conditional CAPM Setting

2014
no ...
Stöckl, Stefan, Lutzenberger, F., Patsev, M.   +2 more
openaire   +1 more source

Market Clearing Conditions and the CAPM Equation

SSRN Electronic Journal, 2021
openaire   +1 more source

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

Energy Economics, 2020
Julien Chevallier
exaly  

Betas in the time of corona: a conditional CAPM approach using multivariate GARCH model for India

Managerial Finance, 2022
Sonali Jain
exaly  

The Conditional Beta in the CAPM

SSRN Electronic Journal, 2017
openaire   +1 more source

CAPM (CAPM and Diversification of an Investment Portfolio in the Conditions of Non-Uniform Volatility)

SSRN Electronic Journal, 2010
Vigen Babkenovich Minasyan, Mikhail Alexandrovich Limitovskiy   +1 more
openaire   +1 more source

A conditional higher-moment CAPM

International Review of Financial Analysis, 2023
exaly  

The conditional CAPM does not explain asset-pricing anomalies☆

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

The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas

Management Science, 2020
Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen   +2 more
exaly  

Conditional Beta Pricing and the CAPM

2000
openaire   +1 more source