Results 121 to 130 of about 814,744 (145)

Health Service Utilization Patterns Among Medicaid Enrollees With Intellectual and Developmental Disabilities Before and During the COVID-19 Pandemic: Implications for Pandemic Response and Recovery Efforts. [PDF]

open access: yesJ Public Health Manag Pract
Kearly A   +12 more
europepmc   +1 more source

A short-term price prediction-based trading strategy. [PDF]

open access: yesPLoS One
Fan W, Zhang R, He H, Hou S, Tan Y.
europepmc   +1 more source
Some of the next articles are maybe not open access.

Epilogue (The Static CAPM)

Springer Finance, 2018
This chapter studies the static CAPM for two reasons. First, because it is of historical interest. Second, because it highlights the advances and insights obtained from the dynamic models studied in this book. This chapter provides a new derivation of the static CAPM that uses the martingale approach.
Robert A. Jarrow
openaire   +3 more sources

Forecasting the Ability of Dynamic Versus Static CAPM : Evidence from Amman Stock Exchange

Jordan Journal of Business Administration, 2013
This study tests whether the dynamic (conditional) Capital Asset Pricing Model (CAPM) outperforms the static one in forecasting the returns of the industrial companies listed in Amman Stock Exchange (ASE) over the period 2000-2011. We investigate the in-sample forecasting ability of CAPM estimated via OLS, GJR-GARCH (1, 1), and Kalman Filter.
Moh'd M. Ajlouni   +2 more
openaire   +3 more sources

Static Portfolio Theory: CAPM and Extensions

2011
This chapter discusses theoretical foundations and empirical evidence for the most prominent asset pricing theory: the Capital Asset Pricing Model (CAPM). It represents a pricing model for risky assets. The CAPM has been extended to the multi– factor model (MFM) and arbitrage pricing theory (APT).
Willi Semmler, Sr.
openaire   +3 more sources

The Conditional CAPM and the Cross-Section of Expected Returns

open access: yesJournal of Finance, 1996
Most empirical studies of the static CAPM assume that betas remain constant over time and that the return on the value-weighted portfolio of all stocks is a proxy for the return on aggregate wealth. The general consensus is that the static CAPM is unable
Zhenyu Wang, Ravi Jagannathan
exaly   +3 more sources

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