Results 191 to 200 of about 343,694 (202)

The Conditional CAPM Does Not Explain Asset-Pricing Anomalies

Journal of Financial Economics, 2006
Stefan Nagel
exaly  

Conditional CAPM Using Expected Returns of Brazilian New Market (Corporate Governance)

International Journal of Auditing Technology, 2014
Elmo Tambosi Filho, Marcelo dos Santos
exaly  

Learning About Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM

Journal of Empirical Finance, 2009
Tobias Adrian, Francesco Franzoni
exaly  

Conditional CAPM Relationships in Standard and Accounting Risk Approaches

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

Capital Asset Pricing Model (CAPM) With Drawdown Measure

European Journal of Operational Research, 2014
Michael Zabarankin, Stan Uryasev, Konstantin Pavlikov   +2 more
exaly  

Application of Multifactor Conditional CAPM Model in the Evaluation of Mutual Fund Performance

2009
Zhi-Xin Liu
exaly  

Conditional CAPM on the Russian Stock Exchange

FINANCE AND BUSINESS
openaire   +1 more source

The Conditional CAPM Does Not Explain Asset-Pricing Anomalies

CFA Digest, 2007
openaire   +1 more source

The Conditional CAPM Can Explain Asset Pricing Anomalies

SSRN Electronic Journal, 2014
openaire   +1 more source

Empirical Analysis of Stock Systemic Risk and Idiosyncratic Risk Pricing Capability—Comparison of Conditional and Unconditional CAPM

2019
Yucan Liu
exaly