Keywords: مدل قیمت گذاری دارایی سرمایه; E24; E32; Capital asset pricing model; Common uncertainty; Consensus forecasts; Idiosyncratic uncertainty; Global uncertainty; Survey forecast;
مقالات ISI مدل قیمت گذاری دارایی سرمایه (ترجمه نشده)
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Keywords: مدل قیمت گذاری دارایی سرمایه; Risk management; Purchasing; Newsvendor model; Capital asset pricing model;
Keywords: مدل قیمت گذاری دارایی سرمایه; C61; G32; Mixtures of distributions; Capital asset pricing model; Minimum Distance Approach; Portfolio optimization;
Keywords: مدل قیمت گذاری دارایی سرمایه; Discounted cash flowDiscounted Cash Flow; Property Investment Valuation; Public-Private Partnership; Discount rate; Cost of capital; Capital Asset Pricing Model; Risk; Optimization
Keywords: مدل قیمت گذاری دارایی سرمایه; Capital asset pricing model; Time-varying volatility; Idiosyncratic risk; Uniform inference; Co-movement; Financial crisis; C12; C13; C14; G01; G12;
Keywords: مدل قیمت گذاری دارایی سرمایه; Multiple objective programming; Fuzzy goal programming; Portfolio selection model; Risk preferences of investors; Capital Asset Pricing Model
Keywords: مدل قیمت گذاری دارایی سرمایه; Beta forecasting; Capital asset pricing model; Least squares support vector regression; Genetic algorithm; Artificial neural network;
Keywords: مدل قیمت گذاری دارایی سرمایه; C58; G10Measurement error; Errors-in-variables; Cost of capital; Capital structure; Investment equation; Capital asset pricing model
Keywords: مدل قیمت گذاری دارایی سرمایه; Conditional variance; Conditional correlations; Interest rate; Capital asset pricing model; Sequential conditional correlationsG10; G19; C50
Keywords: مدل قیمت گذاری دارایی سرمایه; E37; G1; E3; C1; C12; D84;; C22Forecasting and simulation; Small Stocks; Agent-based modelling; Artificial stock market; Genetic programming; Capital asset pricing model; Efficiency
Fractality in market risk structure: Dow Jones Industrial components case
Keywords: مدل قیمت گذاری دارایی سرمایه; Capital asset pricing model; Scaling; Detrended cross-correlation analysis; Detrending moving-average cross-correlation analysis;
“Risky” monetary aggregates for the UK and US
Keywords: مدل قیمت گذاری دارایی سرمایه; Risk; Capital asset pricing model; Liquidity; Divisia money; E43; G12; C43; C51;
Crude oil: Commodity or financial asset?
Keywords: مدل قیمت گذاری دارایی سرمایه; G12; Q41; Q43; Crude oil price; Commodity; Financial asset; Speculation; Capital asset pricing model;
Robust monitoring of CAPM portfolio betas
Keywords: مدل قیمت گذاری دارایی سرمایه; 60F17; 60G10; 60J65; 62F35; 62L10; 62P05Robust monitoring; Capital asset pricing model; Portfolio beta; MM-estimate; Change-point detection
Corporate investment appraisal with possibilistic CAPM
Keywords: مدل قیمت گذاری دارایی سرمایه; Investment appraisal; Capital asset pricing model; Possibilistic mean; Possibilistic variance; Fuzzy data
Excess covariance and dynamic instability in a multi-asset model
Keywords: مدل قیمت گذاری دارایی سرمایه; Excess covariance; Capital asset pricing model; Efficient market hypothesis; Heterogeneous agents; Procedurally consistent equilibrium; D81; G11; G12;
An event analysis of industrial timberland sales on shareholder values of major U.S. forest products firms
Keywords: مدل قیمت گذاری دارایی سرمایه; Event study; Industrial timberland sales; Shareholder values; Capital Asset Pricing Model
CAPM option pricing
Keywords: مدل قیمت گذاری دارایی سرمایه; G11; G13; C02; C68; Capital asset pricing model; Option pricing; Planning horizon; Incomplete markets;
Effects of litigation under the Endangered Species Act on forest firm values
Keywords: مدل قیمت گذاری دارایی سرمایه; C35; Q23Abnormal return; Capital Asset Pricing Model; Litigation; Risk
Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment
Keywords: مدل قیمت گذاری دارایی سرمایه; G12; G15; O16Africa; Capital asset pricing model; Emerging financial markets; Liquidity
Correct or incorrect application of CAPM? Correct or incorrect decisions with CAPM?
Keywords: مدل قیمت گذاری دارایی سرمایه; Finance; Investment analysis; Net present value; Capital asset pricing model; Disequilibrium; Decision; Valuation; Nonadditivity; Arbitrage
Sector level cost of equity in African financial markets
Keywords: مدل قیمت گذاری دارایی سرمایه; G12; G15; O16; Africa; Capital asset pricing model; Liquidity; Emerging financial markets;
Event analysis of the impact of mergers and acquisitions on the financial performance of the U.S. forest products industry
Keywords: مدل قیمت گذاری دارایی سرمایه; Abnormal return; Capital Asset Pricing Model; CRSP; Event study; Risk
Market integration in developed and emerging markets: Evidence from the CAPM
Keywords: مدل قیمت گذاری دارایی سرمایه; F36 Financial Aspects of Economic Integration; G12 Asset Pricing; Capital Asset Pricing Model; Market integration;
Rothschild–Stiglitz's definition of increasing risk and the relationship between volatility and risk premium
Keywords: مدل قیمت گذاری دارایی سرمایه; C61; D80; E22; G00; G31Increasing risk; Uncertainty; Capital asset pricing model; Risk premium; Volatility; Options; Investments
Testing the capital asset pricing model with Local Maximum Likelihood methods
Keywords: مدل قیمت گذاری دارایی سرمایه; Capital asset pricing model; Local maximum likelihood
An examination of factors influencing airline beta values
Keywords: مدل قیمت گذاری دارایی سرمایه; Beta value; Capital asset pricing model; Three-factor pricing model;
A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market
Keywords: مدل قیمت گذاری دارایی سرمایه; Artificial neural networks; Fama and French model; Capital asset pricing model; Stock price prediction; Comparative analysis; Emerging market; Chinese stock market
Estimation of expected return: CAPM vs. Fama and French
Keywords: مدل قیمت گذاری دارایی سرمایه; G11; G12; G31; Capital Asset Pricing Model; Fama and French three-factor model; Beta estimation;