An Arbitrary Benchmark CAPM: One Additional Frontier Portfolio is Sufficient [PDF]
The benchmark CAPM linearly relates the expected returns on an arbitrary asset, an arbitrary benchmark portfolio, and an arbitrary MV frontier portfolio.
Ekern, Steinar
core
Is CAPM a Behavioral Model? Estimating Sentiments from Rationalism
, 2018 The authors investigate the role of investor sentiment in asset pricing. In particular, they explore whether this investor sentiment has the ability to be predicted by the residuals from the capital asset pricing model (CAPM).
Rehman, Mobeen Ur +3 more
core +1 more source
The Role of Antibodies Against the Crude Capsular Extract in the Immune Response of Porcine Alveolar Macrophages to In Vitro Infection of Various Serovars of Glaesserella (Haemophilus) parasuis. [PDF]
Front Immunol, 2021 Matiašková K +7 more
europepmc +1 more source
CAPM and APT: an empirical verification on the USA market
reservedIl presente elaborato ha lo scopo di fornire un ulteriore prova empirica di due modelli fondamentali per la determinazione del rendimento di un titolo: il Capital Asset Pricing Model (CAPM) e l'Arbitrage Pricing Theory (APT).
VETTORE, DARIO
core
The Value Premium and Time-Varying Unsystematic Risk [PDF]
Recent research has discussed the possible role of unsystematic risk in explaining equity returns. Simultaneously, but somehow independently, numerous other studies have documented the failure of the static and conditional capital asset pricing models to
Chris Brooks, Xiafei Li, Joelle Miffre
core
The examination of Fama-French Model during the Covid-19. [PDF]
Financ Res Lett, 2021 Horváth D, Wang YL.
europepmc +1 more source
Consumption, Size and Book-to-Market Ratio in Equity Returns [PDF]
This study extends the standard consumption-based capital asset pricing model (C-CAPM) to include two additional factors related to firm size (SMB) and book-to-market value ratio (HML).
Peter N. Smith +2 more
core
Changing vulnerability in Asia: contagion and spillovers. [PDF]
Empir Econ, 2023 Kangogo M, Dungey M, Volkov V.
europepmc +1 more source
The effect of modelling parameters in the development and validation of knee joint models on ligament mechanics: A systematic review. [PDF]
PLoS One, 2022 Farshidfar SS +4 more
europepmc +1 more source
Modelo CAPM condicional: um panorama geral
, 2019 Apesar das críticas, o aprimoramento do CAPM estático, dando origem a novos modelos condicionais, traz maior segurança para o investidor ao longo do ciclo de negócios. O CAPM e suas versões estáticas foram e são de grande importância em finanças.
Tambosi-Filho, Elmo, Garcia, Fabio Gallo
core