Results 191 to 200 of about 732,902 (232)

Asset return correlation: The case of automotive lease portfolios.

open access: green, 2003
Stéphanie Duchemin   +2 more
openalex   +1 more source

ON THE SHAPE OF ASSET RETURN DISTRIBUTION

Communications in Statistics: Simulation and Computation, 2002
ABSTRACT In this paper we investigate the shape of the asset return distribution using all shares index of Helsinki Stock Exchange and Standard & Poor's 500 index of New York Stock Exchange. In both cases the power exponential distribution is used to model the shape of the return distribution and the inference is cross-checked with Student t ...
Juuso Töyli, Kimmo Kaski, Antti Kanto
openaire   +1 more source

Likelihood Evidence on the Asset Returns Puzzle

The Review of Economic Studies, 2005
Summary: Standard equilibrium models are unable to replicate the average return on equity and the risk-free rate during 1889--1978, the well-known asset returns puzzle. The present paper, motivated by the excess of outliers in the data, proposes a normal-scale mixture stochastic process for output that is compatible with leptokurtosis.
openaire   +3 more sources

PENGARUH RETURN ON ASSETS DAN TOTAL ASSETS TURNOVER TERHADAP RETURN SAHAM

2011
Tujuan dari penelitian ini adalah untuk menguji secara empiris pengaruh return on assets dan total assets turnover terhadap return saham. Penelitian ini menggunakan data laporan keuangan tahun 2008-2009 pada perusahaan LQ45 yang terdaftar di Bursa Efek Indonesia. Total sampel sebanyak 42 perusahaan yang terdaftar di Bursa Efek Indonesia.
openaire  

COEFFICIENT OF RETURN ON ASSETS (ROA)

The following thesis talks about the coefficient of return on assets, how itis determined, where, when and by whom it is used, as well as its reflection in Uzbekcompanies. In addition, it is possible to get acquainted with the problems that can beencountered in profitability and their solutions in the ...
Xojiyev Jaxongir Dushabayevich   +1 more
openaire   +1 more source

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