Showing 61 - 80 results of 509 for search '"asset pricing models"', query time: 0.13s Refine Results
  1. 61

    An Empirical Test of the Validity of the Capital Asset Pricing Model on the Zimbabwe Stock Exchange by Melody Nyangara, Davis Nyangara, Godfrey Ndlovu, Takawira Tyavambiza

    Published 2016-04-01
    “… We test the empirical validity of the Capital Asset Pricing Model (CAPM) on the Zimbabwe Stock Exchange (ZSE) using cross-sectional stock returns on 31 stocks listed on the ZSE between March 2009 and February 2014. …”
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    Article
  2. 62

    PORTOFOLIO OPTIMAL MENGGUNAKAN CAPITAL ASSET PRICING MODEL DENGAN KEYAKINAN HETEROGEN by , ATHIKAH DIAN A, , Prof. Dr. rer. nat. Dedi Rosadi, S.Si., M.Sc.

    Published 2013
    “…One of the single factor model that can be used to find the weight of each assets on portfolio is Capital Asset Pricing Model (CAPM). This model assume that investor under homogeneous belief about the future mean and covariance return of risky assets. …”
    Thesis
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    A validity test of capital asset pricing model for Dhaka Stock Exchange by Hasan, Md. Zobaer, Kamil, Anton Abdulbasah, Mustafa, Adli, Baten, Md Azizul

    Published 2011
    “…Capital Asset Pricing Model (CAPM) was a revolution in financial theory. …”
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    Article
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    Optimisation of Time-Varying Asset Pricing Models with Penetration of Value at Risk and Expected Shortfall by Adeel Nasir, Kanwal Iqbal Khan, Mário Nuno Mata, Pedro Neves Mata, Jéssica Nunes Martins

    Published 2021-02-01
    “…Furthermore, value at risk and expected shortfall strengthen the effects of traditional beta impact on stock returns, signifying the proposed six-factor asset pricing model. Investment and profitability factors are redundant in conventional asset pricing models.…”
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    Article
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    Downside Beta and Downside Gamma: In Search for a Better Capital Asset Pricing Model by Madiha Kazmi, Umara Noreen, Imran Abbas Jadoon, Attayah Shafique

    Published 2021-12-01
    “…The obvious choice based on the results is an asset pricing model with two risk measures.…”
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    Article
  13. 73

    Big data analysis of the effectiveness for capital asset pricing model under COVID-19 by He Shuxian, Mai Wanwen, Qin Yinghao

    Published 2024-01-01
    “…These results shed light on guiding further exploration of assets pricing model.…”
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    Article
  14. 74

    Use and limits in project finance of the capital asset pricing model: overview of highway projects by Joaquim Miranda Sarmento, Miguel Oliveira

    Published 2018-09-01
    “…The Capital Asset Pricing Model (CAPM) has become the standard and most popular tool in corporate finance for assessing t he risk and return in a shareholder´s equity. …”
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    Article
  15. 75

    Empirical test of capital asset pricing model on securities return of listed firms in Nigeria by Henry Usunobun Ogiugo, Isaac Olufemi Adesuyi, Sunday Oseiweh Ogbeide

    Published 2020-12-01
    “…This paper applied the capital-asset pricing model (CAPM) to determine stock returns of listed firms in the Nigeria Stock Exchange (NSE). …”
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    Article
  16. 76

    Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach by Cássio Roberto de Andrade Alves, Márcio Laurini

    Published 2023-09-01
    “…This paper introduces an instrumental variable Bayesian shrinkage approach specifically designed for estimating the capital asset pricing model (CAPM) while utilizing a large number of instruments. …”
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    Article
  17. 77

    Behavioral portfolio theory and behavioral asset pricing model as an alternative to standard finance concepts by Miljan Lekovic

    Published 2019-12-01
    “…The growing gap between standard finance theory and practice has made way for the emergence of new theories and the development of new asset-pricing models. Behavioral economists have seized this opportunity to promote their ideas and thus develop behavioral finance theory, as an antithesis to standard finance theory; behavioral portfolio theory, as an antithesis to modern portfolio theory, and a behavioral asset-pricing model, as an antithesis to standard financial asset-pricing models. …”
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    Article
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    Markowitz portfolio theory and capital asset pricing model for Kuala Lumpur stock exchange by Lee, Hui Shan

    Published 2015
    “…Capital Asset Pricing Model is widely used by investors to estimate the return or the moving behavior of the stock and Markowitz Model is employed to achieve portfolio diversification. …”
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