Results 31 to 40 of about 299,746 (223)
Coupled Active Perception and Manipulation Planning for a Mobile Manipulator in Precision Agriculture Applications [PDF]
arXiv, 2023 A mobile manipulator often finds itself in an application where it needs to take a close-up view before performing a manipulation task. Named this as a coupled active perception and manipulation (CAPM) problem, we model the uncertainty in the perception process and devise a key state/task planning approach that considers reachability conditions as task
arxiv
Do ESG factors influence firm valuations? Evidence from the field
Financial Review, EarlyView.Abstract We present results of a survey of more than 300 European financial professionals on best practices in integrating environmental, social, and governance (ESG) factors into corporate valuations. We find external stakeholders, such as investment advisors and financial consultants, are significantly more likely than corporate insiders, such as ...
Franck Bancel +2 more
wiley +1 more source
Beta lives - some statistical perspectives on the capital asset pricing model [PDF]
, 1999 This note summarizes some technical issues relevant to the use of the idea of excess return in empirical modelling. We cover the case where the aim is to construct a measure of expected return on an asset and a model of the CAPM type is used.
Adcock, C.J., Clark, E.A.
core +1 more source
Policy Uncertainty and Bank Stability: Investigation From Supply‐Side Effect
International Finance, EarlyView.ABSTRACT The paper uses the most up‐to‐date data from US banks to investigate the impact of economic policy uncertainty (EPU) on bank stability. The results reveal that elevated uncertainty makes banks more fragile and prone to crash events through profitability erosion, capital buffer, and exacerbating return volatility. This negative impact of EPU is
Dung Viet Tran +2 more
wiley +1 more source
Further evidence on the validity of CAPM: The Warsaw Stock Exchange application
Journal of Economics and Management, 2020 Aim/purpose – The purpose of the research is to verify the Capital Asset Pricing Model (CAPM) in the Polish capital market based on a conventional and downside risk approach.
Markowski Lesław
doaj +1 more source
Journal of Financial Research, EarlyView.Abstract We use tail events at different levels of severity to define an asset's tail risk and to decompose the latter into a systematic and an idiosyncratic component. The systematic component captures an asset's tendency to experience joint tail losses with the market and generalizes a classic tail dependence coefficient.
Evarist Stoja +2 more
wiley +1 more source
Modelo CAPM Condicional: Um Panorama Geral
Revista de Economia Mackenzie, 2007 Despite all the criticism, the improvement of the static CAPM, which has generated new dynamic models, provided investors with stronger guarantee through financial transactions.
Elmo Tambosi Filho, Fabio Gallo Garcia
doaj
Time‐Series Factor Modeling and Selection
Journal of Financial Research, EarlyView.Abstract The article proposes a statistical time‐series factor model that incorporates deterministic orthogonal trend polynomials. Such polynomials allow capturing variation in returns without initially identifying a set of robust time‐series factors.
Michael Michaelides
wiley +1 more source
The conditional capital asset pricing model revisited: evidence from high-frequency betas [PDF]
, 2020 When using high-frequency data, the conditional CAPM can explain asset-pricing anomalies. Using conditional betas based on daily data, the model works reasonably well for a recent sample period.
Hollstein, Fabian +2 more
core +3 more sources