Showing 1 - 20 results of 76 for search '"capital asset pricing model"', query time: 0.07s Refine Results
  1. 1
    Investigation of the capital asset pricing model (CAPM) in Singapore

    Investigation of the capital asset pricing model (CAPM) in Singapore by Kang, Yong Wee, Lim Pang Heng, Saw Meng Tee

    Published 2015
    “…The Capital Asset Pricing Model (CAPM) has been very prevalent on the financial scene in established capital markets. …”
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    Final Year Project (FYP)
  2. 2
    OPTIMALISASI PORTOFOLIO MODEL BLACK-LITTERMAN DAN CAPITAL ASSET PRICING MODEL OPTIMIZATION PORTFOLIO BLACK LITTERMAN MODEL AND CAPITAL ASSET PRICING MODEL

    OPTIMALISASI PORTOFOLIO MODEL BLACK-LITTERMAN DAN CAPITAL ASSET PRICING MODEL OPTIMIZATION PORTFOLIO BLACK LITTERMAN MODEL AND CAPITAL ASSET PRICING MODEL by , RIZKA NUR ASFARINA, , Prof. Drs. Suryo Guritno, M.Stats., Ph.D

    Published 2013
    Thesis
  3. 3
    Analysis on the comparison of Capital Assets Pricing Model (CAPM) and Downside Capital Assets Pricing Model (DCAPM) on Jakarta Stock Exchange during 2000-2004

    Analysis on the comparison of Capital Assets Pricing Model (CAPM) and Downside Capital Assets Pricing Model (DCAPM) on Jakarta Stock Exchange during 2000-2004 by , KUSUMASTATI, Widyahayu Warmmeswara, , Prof.Dr. Jogiyanto HM., MBA

    Published 2006
    Thesis
  4. 4
    A test of the capital asset pricing model on European stock markets

    A test of the capital asset pricing model on European stock markets

    Published 2003
    Subjects: Get full text
  5. 5
    Capital asset pricing model tests in a term structure context

    Capital asset pricing model tests in a term structure context by Marsh, Terry A.

    Published 2009
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    Working Paper
  6. 6
    Pengujian standar CAPMI (Capital Asset Pricing Model) dan perluasannya

    Pengujian standar CAPMI (Capital Asset Pricing Model) dan perluasannya by , HENNY I.W., Agnes, , Dr. Suad Husnan, MBA

    Published 1995
    Thesis
  7. 7
    PORTOFOLIO OPTIMAL MENGGUNAKAN CAPITAL ASSET PRICING MODEL DENGAN KEYAKINAN HETEROGEN

    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
  8. 8
    A validity test of capital asset pricing model for Dhaka Stock Exchange

    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
  9. 9
    Markowitz portfolio theory and capital asset pricing model for Kuala Lumpur stock exchange

    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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    Book Section
  10. 10
    An empirical analysis of higher moment capital asset pricing model for Bangladesh stock market

    An empirical analysis of higher moment capital asset pricing model for Bangladesh stock market by Hasan, Md Zobaer, Kamil, Anton Abdulbasah, Mustafa, Adli, Baten, Md Azizul

    Published 2013
    “…Capital Asset Pricing Model (CAPM) describes a relationship which is linear between expected return and risk of an asset.Within the contents of this paper, the higher moments of return distributions for companies listed in the Dhaka Stock Exchange (DSE) market have been inspected for the period of January 2005 to December 2009. …”
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    Article
  11. 11
    Pengujian aset pricing model :: Capital Asset Pricing Model dan Model Tiga Faktor

    Pengujian aset pricing model :: Capital Asset Pricing Model dan Model Tiga Faktor by , WIDYANINGSIH, Chatarina Titik, , Dr. Mamduh M. Hanafi, MBA

    Published 2004
    Thesis
  12. 12
    Markowitz portfolio theory and capital asset pricing model for Kuala Lumpur stock exchange: a case revisited

    Markowitz portfolio theory and capital asset pricing model for Kuala Lumpur stock exchange: a case revisited by Lee, Hui Shan, Cheng, Fan Fah, Chong, Shyue Chuan

    Published 2016
    “…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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    Article
  13. 13
    Evaluation Of Higher Moment Capital Asset Pricing Model And Stock Market Technical Efficiency With Stochastic Frontier Approach

    Evaluation Of Higher Moment Capital Asset Pricing Model And Stock Market Technical Efficiency With Stochastic Frontier Approach by Hasan, Md. Zobaer

    Published 2014
    “…The Capital Asset Pricing Model (CAPM) is a revolutionary input in financial theories. …”
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    Thesis
  14. 14
    Continuous time production economies under incomplete information I : a separation theorem

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

    Published 2009
    Subjects: “…Capital assets pricing model.…”
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    Working Paper
  15. 15
    The Effectiveness Of The Capital Asset Pricing Model (Capm) And Fama French 3-Factor Model - Evidence From Bursa Malaysia

    The Effectiveness Of The Capital Asset Pricing Model (Capm) And Fama French 3-Factor Model - Evidence From Bursa Malaysia by Leong, Tony

    Published 2015
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    Thesis
  16. 16
    Analisis value at risk dibawah capital asset pricing model berdistribusi koyck dengan volatilitas tak konstan dan efek Long memory

    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

    Published 2010
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    Article
  17. 17
    Analisis multifaktor dalam penentuan return saham :: Pengujian presifikasi Arbitrage pricing theory (APT) dengan Capital asset pricing model (CAPM) dan model Fama-French

    Analisis multifaktor dalam penentuan return saham :: Pengujian presifikasi Arbitrage pricing theory (APT) dengan Capital asset pricing model (CAPM) dan model Fama-French by , SUDARSONO, Rachmat, , Dr. Mamduh M. Hanafi, MBA

    Published 2002
    Thesis
  18. 18
    Determination of Arbitrage Pricing Factors in the Malaysian Stock Market

    Determination of Arbitrage Pricing Factors in the Malaysian Stock Market by Zakaria, Azhar

    Published 2006
    Subjects:
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    Thesis
  19. 19
    The effects of regulatory policy on the cost of equity capital and the value of equity in the electric utility industry.

    The effects of regulatory policy on the cost of equity capital and the value of equity in the electric utility industry. by Werth, Alix Elaine

    Published 2005
    Subjects:
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    Thesis
  20. 20
    The common stock returns of conglomerate companies in the period 1968-1979

    The common stock returns of conglomerate companies in the period 1968-1979 by Jimenez, Josephine S

    Published 2005
    Subjects:
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    Thesis

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