Empirical tests of the consumption-oriented CAMP / by 416630 Breeden, Douglas T., Gibbons, Michael R., Litzenberger, R H

Subjects: “…Capital assets pricing model…”

Oil Price and Composite Risk Exposure within International Capital Asset Pricing Model: A Case of Saudi Arabia and Turkey by Amjad Taha, Gulcay Tuna

“…The international capital asset pricing model (ICAPM) was extended by considering local factors proxied by country risk (CR) and oil price risk exposures of the excess returns of Saudi Arabia and Turkey. …”
Get full text

Adjusted Capital Asset Pricing Models (CAPMs) with Respect to the Magnet Effect Factor (MEF) Caused by the Range of Stock Price Fluctuations by Meisam Jafaripour, Mohammad Ramezan Ahmadi, Esmaeel Mazaheri, Seyed Aziz Arman

“…AbstractThe aim of this study was to introduce the Magnet Effect Factor (MEF) caused by the range of stock price fluctuations as a risk premium factor in the Capital Asset Pricing Model (CAPM) and the multi-factor models of Fama and French. …”
Get full text

Analisis Capital Asset Pricing Model (CAPM) serta Model Multifaktor Fama dan French di Bursa Efek Indonesia by Ferikawita Magdalena Sembiring, Esi Fitriani Komara

“…Abstract The purposes of this study are to test and prove the ability of explaining Fama and French multifactor models and compare their performance with Capital Asset Pricing Model (CAPM) as the first of asset pricing model proposed by Sharpe. …”
Get full text

Six-factor plus intellectual capital in the capital asset pricing model and excess stock return: Empirical evidence in emerging stock markets by Astrid Maharani, I Made Narsa

Subjects: “…capital asset pricing model…”
Get full text

Analisis pengambilan keputusan investasi saham dengan pendekatan price earning ratio (PER) dan capital asset pricing model (CAMP) by Rizma Nazriah Hasibuan, Iskandar Muda, Rina Br. Bukit

Subjects: “…price earning ratio (per), capital asset pricing model (capm), investasi saham…”
Get full text

Theory of asset pricing / by 239730 Pennacchi, George Gaetano

Subjects: “…Capital assets pricing model…”

Dividends and capital assets prices / by 400386 Morgan, J. G.

Subjects:

The market model and capital asset pricing theory : a note / by 438597 Stapleton, R. C., Subrahmanyam, M. G.

Subjects: “…Capital assets pricing model…”

Some empirical tests of the theory of arbitrage pricing / by 438676 Chen, Nai-Fu

Subjects:

The relation between mean-variance efficiency and arbitrage pricing / by 447217 Grinblatt, Mark, Titman, Sheridan

Subjects:

Some results in the theory of arbitrage pricing / by 453929 Ingersoll, Jonathan E.

Subjects:

Multi-beta CAPM or equilibrium-APT? : a reply / by 462175 Shanken, Jay

Subjects: “…Capital assets pricing model…”

A unified beta pricing theory / by 182848 Connor, Gregory

Subjects:

Yes, the APT is testable / by 273572 Dybvig, Philip H.

Subjects: “…Capital assets pricing model…”

The arbitrage theory of capital asset pricing / by Ross, Stephen A. Prof. 378828

Subjects: “…Capital assets pricing model…”

Continuous time production economies under incomplete information I : a separation theorem by Gennotte, Gerard

Subjects: “…Capital assets pricing model.…”
Get full text

Corrigendum to “An augmented capital asset pricing model using new macroeconomic determinants” [Volume 6, Issue 10 (October 2020) e05185] by Chinh Duc Pham, Le Tan Phuoc

Get full text

Toward the Black–Litterman with Shariah-compliant asset pricing model: a case study on the Indonesian stock market during the COVID-19 pandemic by Subekti, Retno, Abdurakhman, Abdurakhman, Rosadi, Dedi

“…The implementation of BL on Shariah-compliant stock data with capital asset pricing model (CAPM) requires adjustment because of the interest rate in the calculation. …”
Get full text

Analisis value at risk dibawah capital asset pricing model berdistribusi koyck dengan volatilitas tak konstan dan efek Long memory by Sukono, Sukono, Subanar, Subanar, Rosadi, Dedi

Get full text