Results 131 to 140 of about 6,611 (148)

Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model

Aquaculture, Economics and Management, 2022
Christian-Oliver Ewald, Erik Haugom, Gudbrand Lien   +2 more
exaly  

Static Portfolio Theory: CAPM and Extensions

2007
openaire   +1 more source

The CAPM strikes back? An equilibrium model with disasters

Journal of Financial Economics, 2019
Hang Bai, Kewei Hou, Howard Kung
exaly  

The conditional CAPM does not explain asset-pricing anomalies☆

Journal of Financial Economics, 2006
Jonathan Lewellen, Stefan Nagel
exaly  

A conditional regime switching CAPM

International Review of Financial Analysis, 2018
Cherif Guermat, Jon Tucker
exaly  

Capital Asset Pricing Model (CAPM) with drawdown measure

European Journal of Operational Research, 2014
Michael Zabarankin, Konstantin Pavlikov
exaly  

The CAPM is Alive and Well: A Review and Synthesis

European Financial Management, 2010
Haim Levy
exaly  

A conditional higher-moment CAPM

International Review of Financial Analysis, 2023
exaly  

Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices

International Review of Financial Analysis, 2018
Fergal O'Connor, Jacco Johan Jacob Thijssen   +1 more
exaly  

Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying

Journal of Political Economy, 2001
Martin Lettau, Sydney C Ludvigson
exaly