Results 191 to 200 of about 13,953 (241)

Human Capital and Conditional CAPM

, 2007
Jean-Jacques Lilti, Yannick Gouzerh
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Enhanced futures price-spread forecasting based on an attention-driven optimized LSTM network: integrating an improved grey wolf optimizer algorithm for enhanced accuracy. [PDF]

PeerJ Comput Sci
Tang Y, Gao Z, Cai Z, Yu J, Qin P.
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Evaluating the Performance of Finnish Mutual Funds Using a Conditional CAPM

, 2010
Markus S. Broman
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The state value. [PDF]

PLoS One
AbdElaal MA, Elmohamady NM.
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On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM

, 2010
Mohamed El Hédi Arouri, Fredj Jawadi
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Dal capm al conditional capm: una verifica empirica su titoli italiani

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How to measure mutual fund performance: economic versus statistical relevance. [PDF]

Bams, Dennis, Otten, Rogér
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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
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