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An Empirical Test of the Validity of the Capital Asset Pricing Model on the Zimbabwe Stock Exchange
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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PORTOFOLIO OPTIMAL MENGGUNAKAN CAPITAL ASSET PRICING MODEL DENGAN KEYAKINAN HETEROGEN
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. …”
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Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
Published 2021Journal article -
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A validity test of capital asset pricing model for Dhaka Stock Exchange
Published 2011“…Capital Asset Pricing Model (CAPM) was a revolution in financial theory. …”
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65
The capital asset pricing model in the 21st century : analytical, empirical, and behavioral perspectives /
Published 2012Subjects: “…Capital assets pricing model…”
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66
Optimisation of Time-Varying Asset Pricing Models with Penetration of Value at Risk and Expected Shortfall
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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67
Durable Consumption-Based Asset Pricing Model with Foreign Factors for the Korean Stock Market
Published 2023-04-01Get full text
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68
Prediction of Stock Prices Using Capital Asset Pricing Model in Nigerian Stock Market
Published 2023-06-01Subjects: “…capital asset pricing model…”
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69
Validity of asset pricing models in Istanbul Stock Exchange (ISE) information technology index
Published 2023-03-01Subjects: “…capital asset pricing model (capm)…”
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70
O modelo de avaliação de ativos (capital asset pricing model) - aplicações
Published 1981-01-01Get full text
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71
Asset pricing models in South Africa: A comparative of regression analysis and the Bayesian approach
Published 2023-03-01Subjects: Get full text
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72
Downside Beta and Downside Gamma: In Search for a Better Capital Asset Pricing Model
Published 2021-12-01“…The obvious choice based on the results is an asset pricing model with two risk measures.…”
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73
Big data analysis of the effectiveness for capital asset pricing model under COVID-19
Published 2024-01-01“…These results shed light on guiding further exploration of assets pricing model.…”
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Use and limits in project finance of the capital asset pricing model: overview of highway projects
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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Empirical test of capital asset pricing model on securities return of listed firms in Nigeria
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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76
Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach
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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Behavioral portfolio theory and behavioral asset pricing model as an alternative to standard finance concepts
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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O modelo de avaliação de ativos (Capital Asset Pricing Model) - aplicações
Published 1980-07-01Get full text
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A rational anticipations general equilibrium asset pricing model : the case of diffusion information
Published 2009Get full text
Working Paper -
80
Markowitz portfolio theory and capital asset pricing model for Kuala Lumpur stock exchange
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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