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]
Kearly A +12 more
europepmc +1 more source
Enhancing Macrophage Drug Delivery Efficiency via Co-Localization of Cells and Drug-Loaded Microcarriers in 3D Resonant Ultrasound Field. [PDF]
Lee YH, Wu ZY.
europepmc +1 more source
Effects of a Powered Ankle-Foot Prosthesis and Physical Therapy on Function for Individuals With Transfemoral Limb Loss: Rationale, Design, and Protocol for a Multisite Clinical Trial. [PDF]
Maikos JT +9 more
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A short-term price prediction-based trading strategy. [PDF]
Fan W, Zhang R, He H, Hou S, Tan Y.
europepmc +1 more source
How effective is machine learning in stock market predictions? [PDF]
Ayyildiz N, Iskenderoglu O.
europepmc +1 more source
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
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Forecasting the Ability of Dynamic Versus Static CAPM : Evidence from Amman Stock Exchange
Jordan Journal of Business Administration, 2013This 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
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Static Portfolio Theory: CAPM and Extensions
2011This 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.
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The Conditional CAPM and the Cross-Section of Expected Returns
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

