Results 41 to 50 of about 1,409,636 (274)
Testing for regime-switching CAPM on Zagreb Stock Exchange
Croatian Operational Research Review, 2014 The standard Capital Asset Pricing Model assumes that a linear relationship exists between the risk (beta) and the expected excess return of a stock. However, empirical findings have shown over the years that this relationship varies over time.
Tihana Škrinjarić
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$γγ$ decay as a probe of neutrinoless $ββ$ decay nuclear matrix elements [PDF]
Physics Letters B 827 (2022) 136965, 2021 We study double gamma ($\gamma\gamma$) decay nuclear matrix elements (NMEs) for a wide range of nuclei from titanium to xenon, and explore their relation to neutrinoless double-beta ($0\nu\beta\beta$) NMEs. To favor the comparison, we focus on double-magnetic dipole transitions in the final $\beta\beta$ nuclei, in particular the $\gamma\gamma$ decay of
arxiv +1 more source
Journal of Business Economics and Management, 2013 Abrupt and profound swings in economic activity can result in changes in systematic component of risk premia of capital market assets. This can translate into adjustments in risk perception by the market agents, which may lead to significant changes in ...
Vít Pošta, Zdeněk Pikhart
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International Journal of Financial Studies, 2017 In this work, a Capital Asset Pricing Model (CAPM) with time-varying betas is considered. These betas evolve over time, conditional on financial and non-financial variables.
André Ricardo de Pinho Ronzani +2 more
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Stock profiling using time–frequency-varying systematic risk measure
Financial Innovation, 2023 This study proposes a wavelets approach to estimating time–frequency-varying betas in the capital asset pricing model (CAPM) framework. The dynamic of systematic risk across time and frequency is analyzed to investigate stock risk-profile robustness ...
Roman Mestre
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Revisiting the holographic dark energy in a non-flat universe: alternative model and cosmological parameter constraints [PDF]
, 2014 We propose an alternative model for the holographic dark energy in a non-flat universe. This new model differs from the previous one in that the IR length cutoff $L$ is taken to be exactly the event horizon size in a non-flat universe, which is more ...
Cui, Jing-Lei +3 more
core +2 more sources
Back to the Future Betas: Empirical Asset Pricing of US and Southeast Asian Markets
International Journal of Financial Studies, 2016 The study adds an empirical outlook on the predicting power of using data from the future to predict future returns. The crux of the traditional Capital Asset Pricing Model (CAPM) methodology is using historical data in the calculation of the beta ...
Jordan French
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Data Science in Finance and Economics, 2021 With fast evolving econometric techniques being adopted in asset pricing, traditional linear asset pricing models have been criticized by their limited function on capturing the time-varying nature of data and risk, especially the absence of data ...
Fangzhou Huang +2 more
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Shear and Vorticity in Inflationary Brans-Dicke Cosmology with Lambda-Term [PDF]
, 2007 We find a solution for exponential inflation in Brans-Dicke cosmology endowed with a cosmological term, which includes time-varying shear and vorticity.
A.K. Raychaudhuri +7 more
core +2 more sources
Risks, 2018 The variance of stock returns is decomposed based on a conditional Fama⁻French three-factor model instead of its unconditional counterpart. Using time-varying alpha and betas in this model, it is evident that four additional risk terms must be ...
Chengbo Fu
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