Results 21 to 30 of about 200 (184)
Using downside CAPM theory to improve customer lifetime value prediction in non-contractual setting [PDF]
Management Science Letters, 2013 Identifying and selecting the most profitable customers from a shareholder’s perspective is of great interest to marketing managers. One promising line in this regard is to explore the customer lifetime value and its profitable management over time ...
Amir Albadvi, Ashraf Norouzi
doaj +1 more source
Contagion and downside risk in the REIT market during the subprime mortgage crisis
International Journal of Strategic Property Management, 2015 This study empirically tests the contagion effects in stock and real estate investment trust (REIT) markets during the subprime mortgage crisis by using daily stock- and REIT-markets data from the following countries and international bodies: the United ...
Ming-Chi Chen +3 more
doaj +1 more source
Why Downside Beta Is Better: An Educational Example
American Journal of Business Education (AJBE), 2013 An educational example is presented that is an effective teaching illustration to help students understand the difference between traditional CAPM beta and downside (or down-market) beta and why downside beta is a superior measure for use in personal financial planning investment policy statements.
James T. Chong +2 more
openaire +2 more sources
Comparing Semivariance and Calculated Beta on Basis of it to the Variance and Common Beta [PDF]
تحقیقات مالی, 2009 In this article the researcher, comparing Semivariance and calculated Beta on basis of it to the variance and common Beta, has tried to see whether Downside Beta criteria (Semivariance and calculated Beta on basis of it) have any preference over the ...
Reza tehrani, Moslem Peymany
doaj
The Risk of Individual Stocks’ Tail Dependence with the Market and Its Effect on Stock Returns
Discrete Dynamics in Nature and Society, 2015 Traditional beta is only a linear measure of overall market risk and places equal emphasis on upside and downside risks, but actually the latter is always much stronger probably due to the trading mechanism like short-sale constraints.
Guobin Fan +3 more
doaj +1 more source
Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium
Review of Finance, 2022 Abstract This article develops a new approach to explain why risk factors constructed from index option returns are priced in the stock market. We decompose an option-based factor into three main components and identify the one responsible for the beta–return relationship.
openaire +2 more sources
FEBS Open Bio, EarlyView.This protocol paper outlines methods to establish the success of a time‐resolved serial crystallographic experiment, by means of statistical analysis of timepoint data in reciprocal space and models in real space. We show how to amplify the signal from excited states to visualise structural changes in successful experiments.
Jake Hill +4 more
wiley +1 more source
Advances in Aptamer Drug Delivery Systems for Treatment of Glioblastoma
Advanced Science, EarlyView.Aptamers have remarkable recognition capacity which is suitable for assisting drug delivery for GB. This review demonstrates that aptamers have great potential as targeted therapeutic carriers, conjugated to various therapeutic carriers, using a range of conjugation strategies and chemistries.
Alexandra R. Paul +4 more
wiley +1 more source
Agribusiness, EarlyView.ABSTRACT In emerging economies where smallholder farming dominates agricultural production, agribusinesses serve as critical intermediaries linking smallholders to broader markets, and their resilience directly affects agricultural sustainability. Short‐term‐oriented capital is reluctant to adequately finance highly uncertain and cyclical agricultural ...
Siyuan Lyu +5 more
wiley +1 more source
Economic feasibility of biochar and agriculture coproduction from Canadian black spruce forest
Food and Energy Security, 2020 This study calculates the economic feasibility of converting biomass from black spruce forests into biochar and using it as soil amendment to grow potatoes (Solanum tuberosum L.) and beets (Beta vulgaris L.) to improve food availability in one of Canada ...
Catherine Keske +3 more
doaj +1 more source