Results 211 to 220 of about 13,953 (241)

The Robustness of the Conditional CAPM with Human Capital

Journal of Financial Econometrics, 2003
An empirical evaluation is provided of the robustness of the conditional capital asset pricing model (CAPM) with human capital to explain the cross-sectional variability of security returns. This model has been evaluated in the literature using the growth rate in per capita labor income.
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Rethinking the Conditional CAPM: The Impact of Financial Leverage

SSRN Electronic Journal, 2009
In a framework in which the equity beta is decomposed into leverage and the beta of assets, this paper shows empirically the impact of financial leverage on the conditional CAPM. A firm's asset beta is estimated using asset returns constructed from market data not only on equity, but also on corporate bonds and loans.
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Testing the univariate conditional CAPM in thinly traded markets

Applied Financial Economics, 2002
Traditional tests of asset pricing undertaken within the CAPM framework have to control for nonsynchronous trading and non-trading as well as volatility clustering in especially thinly traded financial markets. This investigation therefore set out to control for nonsynchronous trading and non-trading effects and volatility clustering in the Norwegian ...
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Asset Valuation in a (Realistic) Conditional CAPM Setting

2014
no ...
Stöckl, Stefan, Lutzenberger, F., Patsev, M.   +2 more
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Market Clearing Conditions and the CAPM Equation

SSRN Electronic Journal, 2021
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Multi-constraint molecular generation based on conditional transformer, knowledge distillation and reinforcement learning

Nature Machine Intelligence, 2021
Qiaojun He, Dong-Sheng Cao, Ting-Jun Hou
exaly  

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
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A genome-wide transgenic RNAi library for conditional gene inactivation in Drosophila

Nature, 2007
Frank Schnorrer, Africa Couto, Barry J Dickson   +2 more
exaly  

A conditional knockout resource for the genome-wide study of mouse gene function

Nature, 2011
Jennifer Harrow, Jessica Severin, Patrick J Biggs   +2 more
exaly  

Direct steering of de novo molecular generation with descriptor conditional recurrent neural networks

Nature Machine Intelligence, 2020
Panagiotis-Christos Kotsias, Josep Arús-Pous, Ola Engkvist   +2 more
exaly