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The D-CAPM: The Case of Great Britain and France

Author(s): Nikolaos Artavanis | George Diacogiannis | John Mylonakis
Fama-French`s CAPM: An Empirical Investigation on DSE

Author(s): Mostafizur Rahman | Azizul Baten | Belal Uddin | Mahmud Zubayer
O Efeito dos Componentes do Lucro Contábil no Preço das Ações

Author(s): Mateus Alexandre Costa dos Santos | Paulo Roberto Barbosa Lustosa
Financial equilibrium with career concerns

Author(s): Amil Dasgupta | Andrea Prat
Financial equilibrium with career concerns

Author(s): Amil Dasgupta | Andrea Prat
Pricing Volatility Referenced Assets

Author(s): Alan De Genaro Dario
Dynamic multibeta macroeconomic asset pricing model at NAFTA stock markets

Author(s): FRANCISCO POPEZ-HERRERA | EDGAR ORTIZ
Custo de capital próprio em mercados emergentes: uma abordagem empírica no Brasil com o downside risk

Author(s): Graziela Xavier Fortunato | Luiz Felipe Jacques da Motta | Giuseppe Russo
Dynamic multibeta macroeconomic asset pricing model at NAFTA stock markets

Author(s): FRANCISCO López-Herrera | EDGAR ORTIZ
Updating Wealth in an Asset Pricing Model with Heterogeneous Agents

Author(s): Serena Brianzoni | Cristiana Mammana | Elisabetta Michetti
The implicit models of the option valuation

Author(s): GERARDO ARREGUI AYASTUY
Robust estimation in Capital Asset Pricing Model

Author(s): Wing-Keung Wong | Guorui Bian
An Empirical Testing of Capital Asset Pricing Model in Bangladesh

Author(s): Mostafizur Rahman | Azizul Baten | Ashraf-Ul-Alam
Análise do índice de especulação de valor agregado para empresas de capital aberto negociadas na Bovespa

Author(s): Wesley Vieira da Silva | Felipe Belão Lubel | Liliane Gomes | Jansen Maia Del Corso
CORPORATE VALUATION USING TWO-DIMENSIONAL MONTE CARLO SIMULATION

Author(s): Tarnozi Tibor | Fenyves Veronika | Toth Reka
Market Risk Beta Estimation using Adaptive Kalman Filter

Author(s): Atanu Das, | Tapan Kumar Ghoshal
An Analysis of Credit Scoring for Agricultural Loans in Thailand

Author(s): Visit Limsombunchai | Christopher Gan | Minsoo Lee
Pricing Exotic Options under a High-Order Markovian Regime Switching Model

Author(s): Wai-Ki Ching | Tak-Kuen Siu | Li-Min Li
A Study on Developing of Asset Pricing Models

Author(s): Reza Raei | Hamed Ahmadinia | Amaneh Hasbaei
CARBON STOCHASTIC VOLATILITY MODEL ESTIMATION AND INFERENCE: FORECASTING (UN-) CONDITIONAL MOMENTS

Author(s): Per Bjarte Solibakke | Sjur Westgaard | Gudbrand Lien
A Validity Test of Capital Asset Pricing Model for Dhaka Stock Exchange

Author(s): Md. Zobaer Hasan | Anton Abdulbasah Kamil | Adli Mustafa | Md. Azizul Baten
Asset Pricing Model and the Liquidity Effect: Empirical Evidence in the Brazilian Stock Market

Author(s): Márcio André Veras Machado | Otávio Ribeiro de Medeiros
Modeling House Pricing in the Real Estate Market of São Paulo City

Author(s): Denisard Cneio de Oliveira Alves | Joe Akira Yoshino | Paula Carvalho Pereda | Carla Jucá Amrein
Evidence of speculative bubbles on the BOVESPA: an application of the Kalman filter

Author(s): Thiago Bergmann de Queiroz | Otávio Ribeiro de Medeiros | José Carneiro da Cunha Oliveira Neto
THE RELATIONSHIP BETWEEN RISK AND EXPECTED RETURNS WITH INCOMPLETE INFORMATION

Author(s): GERMÁN LÓPEZ | JOAQUÍN MARHUENDA | BELÉN NIETO
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