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Empirical Test of the Relationship between Consumption and Capital Asset Pricing in Tehran Stock Exchange [PDF]
مجله توسعه و سرمایه, 2021 Objective: The purpose of this paper is to derive a better criterion for systematic risk and to develop a closer relationship between the capital market and basic economic concepts and to explain the relationship between risk and return and pricing of ...
Shahrooz Pourfard, Behrooz Pourfard
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Developing Q-factor and Adjusted Q-factor Pricing Models by the Expected Investment Growth Factor using an Expected Return Factor [PDF]
تحقیقات مالی, 2022 Objective: Identifying the correct asset pricing model has long been an important topic in the thematic literature of financial economics. Such a model not only explains stock returns but also increases the ability to predict abnormal returns.
Sanaz Aalamifar +2 more
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Real Economy Effects on Consumption-Based CAPM
Mathematics, 2022 The consumption-based capital asset pricing model (CCAPM) is an attractive research field in finance, and extant studies have examined the impacts of different factors towards traditional CCAPM, intending to improve the model from the practical ...
Dandan Zheng +3 more
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Croatian Economic Survey, 2018 This paper examines the stochastic implications of permanent income hypothesis for speculative prices from a sample of economic data from 1967 to 2017 in the United States.
Chamil W. Senarathne, Wei Jianguo
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Comparing of the Efficiency of Capital Asset Pricing Model (CAPM) and Consumption-based Capital Asset Pricing Model (CCAPM) in Tehran Stock Exchange (TSE) [PDF]
مطالعات تجربی حسابداری مالی, 2010 The relation between risk and return, and capital asset pricing is the most basic topics in capital market. Capital Asset Pricing Model (CAPM) was suggested by Lintner and Sharpe in 1965 and has been reformed and criticized since.
F. Rostamian, Sh. Javanbakht
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Economic Evaluation for Optimal Allocation of Flared Associated Natural Gas Production in Iranian Oil Fields [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2016 Iran is flaring about 30 million cubic meters of associated gas per day in onshore oil fields. Suboptimality of economic extraction and production of exhaustible natural resources pawn the national benefits.
Ali Faridzad +2 more
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WEATHER DERIVATIVES: THE MOST COMMON PRICING AND VALUATION METHODS [PDF]
Annals of the University of Oradea: Economic Science, 2013 In recent years , weather derivatives have become a common tool in risk management for many sectors. This has its roots in that there is no unique way to determine de value and price solutions that would be generally approved by market-participants, like
Botos Horia Mircea, , ,
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MathematicsThis paper proposes a novel robustness framework for studying the unit elasticity of intertemporal substitution (EIS) assumption based on the Perron-Frobenius sieve estimation model by Christensen, 2017. The sieve nonparametric decomposition is a central
Huarui Jing
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Cogent Economics & FinanceThis paper applies the newly suggested Markov chained Monte Carlo Surface Sampling Algorithm of Zappa estimating European discount factors and relative risk aversions for the CRRA utility functions based on the consumption capital asset pricing model ...
Per Bjarte Solibakke
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Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility [PDF]
, 2020 Tae Hwy Lee, Millie Yi Mao, Aman Ullah
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