Results 171 to 175 of about 13,843 (175)

Conditional CAPM relationships in standard and accounting risk approaches

North American Journal of Economics and Finance
Lesław Markowski, Hussein A Abdou
exaly  

The Conditional CAPM Does Not Explain Asset-Pricing Anomalies

CFA Digest, 2007
openaire   +1 more source

A Higher Moment Downside Framework for Conditional and Unconditional Capm in the Russian Stock Market

Eurasian Economic Review, 2014
exaly  

A multivariate conditional CAPM with threshold ARCH specifications

1998
Hamelink, F., Hoesli, M.
openaire   +1 more source

Testing the Conditional CAPM with the Optimal Informed Investors' Portfolio

2017
Burlacu, Radu, Guéniche, Alain, Jimenez-Garces, Sonia   +2 more
openaire   +2 more sources