Decision Making for Project Appraisal in Uncertain Environments: A Fuzzy-Possibilistic Approach of the Expanded NPV Method by Konstantinos A. Chrysafis, Basil K. Papadopoulos

“…For the estimation of the fuzzy NPV, some basic assumptions are taken into consideration: (1) the opportunity cost of capital, used as the present value interest factor calculated through the weighted average cost of capital (WACC), (2) the equity cost, determined through the possibilistic set-up of the capital asset pricing model CAPM, and (3) the inflation factor, also included in the estimation of the NPV. …”
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The Bayesian Method in Estimating Polish and German Industry Betas. A Comparative Analysis of the Risk between the Main Economic Sectors from 2001–2020 by Ewa Feder‑Sempach, Piotr Szczepocki

“…This paper examines the long‑term dependence between the Polish and German stock markets in terms of industry beta risk estimates according to the Capital Asset Pricing Model (CAPM). The main objective of this research is to compare the Polish and German beta parameters of five Polish and three German sector indices using the Bayesian methodology in the period 2001–2020. …”
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Is there any effect of ESG scores on portfolio performance? Evidence from Europe and Turkey by Emre Zehir, Aslı Aybars

“…Finally, capital asset pricing model (CAPM) and Fama-French three-factor model are employed as performance measurement benchmarks. …”
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Dividend and Excess Return in China by Jiaqi Da, Annuar Md Nassir, Tek, Andrew Wei Saw, Hui Zhang, Wei, Theng Lau

“…In addition, this study used the Capital Asset Pricing model, Single-Index model, Arbitrage Pricing theory and Fama-French three- and five-factor model to analyse the three main driving factors. …”
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How to Explain the Cross-Section of Equity Returns through Common Principal Components by José Manuel Cueto, Aurea Grané, Ignacio Cascos

“…The main findings indicate that the multifactor model proposed improves the Capital Asset Pricing Model with regard to the adjusted-<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mi>R</mi><mn>2</mn></msup></semantics></math></inline-formula> in the time-series regressions. …”
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Optimization of credit portfolio by evolutionary algorithm by Yan, Ran

“…The final product, the Capital Asset Pricing Model (CAPM), will allow the investor to determine the required rate of return for any risky asset. …”
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Examining risk and return profiles of renewable energy investment in developing countries: the case of the Philippines by Phoebe Grace Saculsan, Takashi Kanamura

“…First, we analyze the impact of the global RE project specific risk and country risk on RE projects using a simple capital asset pricing model (CAPM) by benchmarking stock returns of these companies to either the global S&P Global Clean Energy (S&P GCE) index or to the local Philippine Stock Exchange (PSE) index. …”
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EVALUATION OF SUPPORT VECTOR MACHINE BASED STOCK PRICE PREDICTION by Tilla IZSÁK, László MARÁK, Mihály ORMOS

“…In this paper, the authors develop a non-recurrent active trading algorithm based on stock price prediction, using Support Vector Machines on high frequency data, and compare its risk adjusted performance to the returns of a statistical portfolio predicted by the Capital Asset Pricing Model. The authors selected the three highest volume securities from a pool of 100 initially selected stock dataset to investigate the algorithmic trading strategy. …”
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A factor pricing model based on double moving average strategy by YuZhi Chen, Yi Fang, XinYue Li, Jian Wei

“…Our main contribution is to introduce double moving average factors to capture the behaviors of investors’ different term structures and add these factors to the most competitive asset pricing model for enhancing the pricing power. It is of great significance to supplement the pricing model in the Chinese market.…”
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COVID-19, clean energy stock market, interest rate, oil prices, volatility index, geopolitical risk nexus: evidence from quantile regression by Sudeshna Ghosh

“…The study adopts a multifactor capital asset pricing model. Findings – Clean and alternative energy stocks are powerful instruments for diversification. …”
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Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold by Mehmet Balcilar, Riza Demirer, Festus V. Bekun

“…We apply the proposed methodology to industry portfolios within a five-factor model setting and show that the threshold Capital Asset Pricing Model (CAPM) provides robust beta estimates coupled with smaller pricing errors compared to the alternative approaches. …”
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Social disclosure e custo de capital próprio em companhias abertas no Brasil by Rodrigo de Souza Gonçalves, Otávio Ribeiro de Medeiros, Jorge Katsumi Niyama, Elionor Farah Jreige Weffort

“…O custo de capital próprio foi ajustado ao risco mediante o Capital Asset Pricing Model (CAPM) e testado por meio de regressão com dados em painel com efeitos fixos seccionais. …”
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Impact of H1N1, H7N9, ASFV, dengue virus and COVID-19 on pharmaceutical manufacturing firms' R&D investments and economic consequences: Evidence from China by Jie Liu, Wanqing Zheng, Zhen Liu, Xiujing Jiang

“…Though the impacts of the epidemics on firms’ operating performances were insignificant in the short term, a major disease epidemic was associated with an increase in stock returns of 67.4% and 44.6%, respectively, as measured by the capital asset pricing model and Fama-French five-factor model. Additional analysis revealed that the impacts of the epidemics on R&D investments and patent applications were more pronounced for non-state-owned enterprises than state-owned enterprises. …”
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Tax-efficient asset management via loss harvesting by Anastasov, Anton G

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Business valuation of location-specific infrastructure projects in data-poor regions by Watanabe, Nobuhide, 1967-

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Does specialization in security analysis and portfolio management explain deviations from the CAPM? by Keyser, Leonid

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PENGUKURAN VALUE-AT-RISK DENGAN VOLATILITAS TAK KONSTAN DAN EFEK LONG MEMORY by , Sukono, Drs.,M.Si, , Prof. Drs. Subanar, Ph. D.

“…Other assumptions that stock returns follow the pattern of Capital Asset Pricing Model (CAPM). Theoretically, it has been developed the theorem of Modified Value-at-Risk (MVAR) in Student-t distribution. …”

VALUASI EKUITAS PERUSAHAAN UNTUK MENDAPATKAN KEWAJARAN HARGA SAHAM DALAM PROSES IPO (STUDI KASUS PADA PERUM PEGADAIAN) by , Nanik Rahmawati, , Dr. Mamduh Hanafi, MBA

“…To obtain the present value of FCFE is using cost of equity as a discount factor that estimated with the Capital Asset Pricing Model (CAPM). The Risk Free Rate is calculated by using the average interest rate of SBI period of one month at a certain period. …”

The determinants of stock market return (KLCI) in Malaysia / Nor Hidayah Mazlan by Mazlan, Nor Hidayah

“…In order to calculate the stock market return, there are two approaches being used which are Capital Asset Pricing Model (CAPM) and also Arbitrage Pricing Theory (APT). …”
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Value of CEO succession policy on CEO transition by Shubasini Sivapregasam, Aslam Izah Selamat, Norhuda Abdul Rahim, Junaina Muhammad

“…This study adopts the event study method and employs two estimation models for expected return, which are Market Model (MM) and Capital Asset Pricing Model (CAPM). This study examines the simultaneous announcement, which indicates the adoption of succession policy, as well as the announcement of CEO appointment and CEO turnover. …”
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