Applicability of behavioural finance by Chong, Chee Wah, Low, Ji Teng, Paik, Jek Yin

“…And are these measures of investor sentiment valid when used to explain market anomalies through the use of Capital Asset Pricing Model (CAPM)? In order to identify the most statistically significant gauges of investors’ behaviors, a few prominent methodologies and its resulting economic indices have been analysed. …”
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The Validity Of The Capm: The Case From Jsx by Perpustakaan UGM, i-lib

“…ABSTRAK Capital Asset Pricing Model (CAPM) mengukur imbal hash yang diharapkan dari suatu sekuritas atau portofolio berdasarkan risiko yang rekvan atau risiko pasar. …”

Making investment decisions : a look at the performance of the industrial and commercial sector in the Singapore market. by Chua, Wan Ping., Lee, Boon Kheng., Tan, Khee.

“…Our analyses on the selected companies’ stocks listed under the Industrial and Commercial Sector were conducted using the Capital Asset Pricing Model (CAPM) and were based on data of a ten-year period, viz., May 1985 to April 1995. …”
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Lending structure and 3-factor CAPM risk exposures: the case of Malaysia (Struktur pinjaman dan pendedahan risiko bagi 3-Faktor CAPM: kajian kes di Malaysia) by Abdul Rahman, Aisyah, Ibrahim, Mansor, Mydin Meera, Ahamed Kameel

“…This study addresses the linkages between lending structure and bank risk exposures via the Capital Asset Pricing Model (CAPM). Based on the 3-factor CAPM, five risk measures are examined; namely, the market, interest rate, exchange rate, total and unsystematic risk exposure. …”
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Pengujian Kembali Validitas CAPM dengan Pemodelan Pengestimasian Beta (Studi Empiris di Bursa Efek Indonesia) by , Dorry Mayrawan, , Prof. Dr. Eduardus Tandelilin, MBA

“…Capital Asset Pricing Model (CAPM) has been widely tested by researchers where the result of this research is still mixed (some are rejected and supported CAPM). …”

Contribution of Co-Skewness and Co-Kurtosis of the Higher Moment CAPM for Finding the Technical Efficiency by Hasan, Md. Zobaer, Kamil, Anton Abdulbasah

“…The co-skewness and co-kurtosis are derived from the HigherMoment Capital Asset Pricing Model (H-CAPM). To investigate the contribution of these two factors, two types of technical efficiency are derived: (1) technical efficiency with considering co-skewness and co-kurtosis (WSK) and (2) technical efficiency without considering coskewness and co-kurtosis (WOSK). …”
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Profitability Of Price, Earnings And Revenue Momentum Strategies: The Indian Evidence by Sehgal, Sanjay, Jain, Kanu

“…Triple sorted momentum portfolio using all the three criteria provides the highest return of 2.28% per month. The Capital Asset Pricing Model (CAPM) and the Fama-French model fail to explain these returns. …”
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An analysis of the CAPM for Dhaka Stock Exchange: Evidence from non-financial sector by Hasan, Md Zobaer, Kamil, Anton Abdulbasah, Mustafa, Adli, Baten, Md Azizul

“…In this study, we examine the Capital Asset Pricing Model (CAPM) structure in Dhaka Stock Exchange (DSE)market for non financial companies. …”

Application of portfolio theory to labor contract valuation : the case of the airline industry by Lee, Alex Yen Hung, 1974-

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STUDI PERILAKU INVESTOR DI INDONESIA : ANALISIS RISK AVERSION PADA PERIODE RAMADHAN DAN NON-RAMADHAN by , ARDHI HIANG SAWAK, , Kusdhianto Setiawan, S.E., Sivilokonom., Ph.D.

“…This study is based on a review of the literature on risk preference level measuring individuals / households by Kusdhianto Setiawan for case analysis in Japan and the United States by using the theory of CCAPM (Consumption Capital Asset Pricing Model). The study was then replicated to apply for a case study in Indonesia for a given level of risk preferences of individuals / households in a particular period, the period of Ramadan and non-Ramadan. …”

Analyzing and estimating portfolio performance of Bangladesh stock market by Hasan, Md. Zobaer, Kamil, Anton Abdulbasah, Mustafa, Adli, Baten, Md Azizul

“…Capital Asset Pricing Model (CAPM) is one of the most important developments in the finance literature. …”
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Impossible Frontiers by Brennan, Thomas J., Lo, Andrew W.

“…A key result of the capital asset pricing model (CAPM) is that the market portfolio—the portfolio of all assets in which each asset's weight is proportional to its total market capitalization—lies on the mean-variance-efficient frontier, the set of portfolios having mean-variance characteristics that cannot be improved upon. …”
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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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Socially responsible investing : the analysis of SRI in South Korea. by Ng, Kai Xin., Lee, Wan Ning., Ng, Bao Xian.

“…The single-index Capital Asset Pricing Model, CAPM, is used to evaluate the performance of SRI funds. …”
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Dividend and excess return in China by Da, Jiaqi, Md Nassir, Annuar, Tek, Andrew Wei Saw, Zhang, Hui, Lau, Wei Theng

“…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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The Asset Pricing and Bid-Ask Spread: An Empirical Evidence Based on the KLSE Market by Lee, Say Oh

“…Asset pricing theories, particularly the Capital Asset Pricing Model (CAPM) asserts that the expected returns on any particular capital asset consists of only two components, namely the returns on a risk-free security and a premium for the risk. …”
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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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Investigating the performance of asset pricing models in different economic and interest rate using individual dan portfolio stock return by , Wihartanto Raharjo, , Prof. Dr. Indra Wijaya Kusuma, MBA.

“…This study is aimed at testing the performance of asset pricing models, including the Capital Asset Pricing Model (CAPM) and the Fama French Three- Factors (FF3F model), while economic condition and interest rate is changing by using individual and portfolio stockâ��s return in Indonesia capital market. …”