Results 231 to 240 of about 5,715 (250)

The Unintended Impact of Academic Research on Asset Returns: The Capital Asset Pricing Model Alpha

Management Science, 2021
Alex Horenstein
exaly  

Robust Inference in the Capital Asset Pricing Model Using the Multivariate t-distribution

Journal of Risk and Financial Management, 2020
Manuel Galea, Galea Manuel
exaly  

Asset pricing and energy consumption risk

Accounting and Finance, 2020
Sirimon Treepongkaruna, Yihui Lan
exaly  

Empirical analysis of the generalized consumption asset pricing model: Estimating the cost of capital

Journal of Economics and Business, 2015
Richard Michelfelder
exaly  

Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds: evidence from the UK

International Journal of Finance and Economics, 1998
Tom Engsted
exaly  

Capital asset pricing model, beta stability, and the pricing puzzle of electricity transmission in Brazil

Energy Policy, 2020
Walter Eclache da Silva, Eduardo Brunaldi, Eduardo Kazuo Kayo   +2 more
exaly  

Arbitrage Pricing, Capital Asset Pricing, and Agricultural Assets

American Journal of Agricultural Economics, 1988
Colin Carter
exaly  

The Capital Asset Pricing Model: Theory and Evidence

Journal of Economic Perspectives, 2004
Kenneth R French, Eugene F Fama, Fama Eugene F   +2 more
exaly  

The Consumption Capital Asset Pricing Model

2015
Jean-Pierre Danthine, John B Donaldson
exaly  

Assessing the Financial Performance of Forestry‐Related Investment Vehicles: Capital Asset Pricing Model vs. Arbitrage Pricing Theory

American Journal of Agricultural Economics, 2001
Changyou Sun, Daowei Zhang
exaly