Results 231 to 240 of about 155,719 (276)

Are consumption-based intertemporal capital asset pricing models structural?

Journal of Econometrics, 1990
\textit{L. P. Hansen} and \textit{K.J. Singleton} [Econometrika 50, 1269-1286 (1982; Zbl 0497.62098)] and \textit{K. Dunn} and \textit{K.J. Singleton} [J. Financial Econ. 17, 27-55 (1986)] have found supporting evidence for the overidentifying restrictions of two empirical consumption-based asset pricing models, when estimated with a particular set of ...
Ghysels, Eric, Hall, Alastair
openaire   +2 more sources

Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model

Review of Finance, 2000
Abstract Under the assumptions of the Consumption-based Capital Asset Pricing Model (CCAPM), Pareto optimal consumption allocations are characterized by each agent's consumption process being adapted to the filtration generated by the aggregate consumption process of the economy.
Christensen, Peter Ove, Graversen, S.E., Miltersen, K.R.   +2 more
openaire   +6 more sources

Consumption-based capital asset pricing models: issues and controversies

Review of Quantitative Finance and Accounting, 2017
This paper discusses the issues and controversies surrounding consumption-based capital asset pricing models (CCAPMs). While CCAPMs provide a chance to explain the phenomena observed in stock markets, their viability is jeopardized owing to the weak predictability of the equity premium and risk-free rate puzzles.
Wonnho Choi
openaire   +2 more sources

The Relationship between Stock Risk and Return Using the Consumption Based Capital Asset Pricing Model (C-CAPM) in the Food and Pharmaceutical Industries

, 2014
Mojgan Sharifi, Feridoun Ohadi, Mohammad Reza Monjazeb   +2 more
openalex   +2 more sources

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Unemployment-based Capital Asset Pricing Model

, 2020
In this paper, we wish to examine how prospects of unemployment might change predictions of consumption based CAPM with regards to equity premium and term structure of interest.
Mikhail Kindrat
semanticscholar   +1 more source

Hyperbolic or Exponential Time Discounting Function? Empirical Evidence Using a Conditional Consumption Capital Asset Pricing Model

Social Science Research Network, 2019
The main objective in this article is to shed new light on the term structure of subjective time preference rates using a conditional Consumption Capital Asset Pricing Model.
Hubert de La Bruslerie, Alain Coen
semanticscholar   +1 more source

Antibody–drug conjugates: Smart chemotherapy delivery across tumor histologies

Ca-A Cancer Journal for Clinicians, 2022
Paolo Tarantino, Roberto Carmagnani Pestana, Shanu Modi   +2 more
exaly  

Developing a Measurement Model for the Sensitivity Analysis of Asset Returns with Regard to Beta Index of Exchange Rate in the Context of the Modified Capital Asset Pricing Model

, 2020
F. Dehdar, Reza Alizadeh
semanticscholar   +1 more source

An overview of real‐world data sources for oncology and considerations for research

Ca-A Cancer Journal for Clinicians, 2022
Lynne Penberthy, Donna R Rivera, Jennifer L Lund, Msph   +2 more
exaly  

Can the Consumption Capital Asset Pricing Model Account for Traders' Expected Currency Returns?

, 2015
Josh R. Stillwagon
semanticscholar   +1 more source