Keywords: Stock market indices; Market portfolio; CAPM; Carhart; Tracking error; Hit ratio; Cross-sectional volatility; Market coverage; G11; G12; G15;
مقالات ISI (ترجمه نشده)
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: Code: C1; G1; G10; G13; C13; C32; Wavelet analysis; CAPM; Equity betas; Sectors;
Keywords: Earnings announcements; CAPM; Factor models; SMB; HML; G12;
Keywords: Recoupling/decoupling; Shocks spillover; African stocks; CAPM; Regional integration; A1; G10; E;
Keywords: G12; C52; Asset pricing; CAPM; HML; SMB; Cross-sectional regression;
Keywords: Intermediary asset pricing; Institutional trading; Investor preferences; CAPM;
Keywords: Asset prices; Beta; CAPM; Hedging; Strategic asset allocation; G01; G11; G12; G14; G15;
Keywords: Return volatility; CAPM; Fama French model; Volatility anomaly; Firm quality factor;
Keywords: D11; D81; G11; Mean-risk preferences; Deviation measures; Coherent risk measures; CAPM;
Keywords: E32; E44; E52; G1; G18; G21; Economic stability; Full reserve versus fractional reserve banking; Capm; Business cycles; Pareto optimality;
Keywords: G13; G14; Beta smile; CAPM; GARCH; Systematic risk proportion; Volatility skew;
Keywords: Maritime financial management; Shipping stocks; CAPM; Time-varying systematic risk; Real determinants; Industry risk
Keywords: BFG; Blast Furnace Gas; CAPM; Capital Assets Pricing Model; CCS; Carbon Capture and Storage; CHP; Concentrated Heat and Power; COG; Coke Oven Gas; DR; Discount Rate; GDP; Gross Domestic Product; HFO; Heavy Fuel Oil; HR; Hurdle Rate; IGCC; Integrated Gasif
Keywords: G12; C12; C13; Cross-sectional asset pricing inference; Fama-MacBeth; Weak identification; Reduced rank beta; CAPM; Fama-French factors;
Keywords: G23; G20; G11; J31; Asset Pricing Test; Factor Models; CAPM; Mutual Funds; Flows;
Keywords: Renewable energy; Oil price; State-space models; CAPM; WilderHill New Energy Global Innovation Index; Q42; Q43; G12;
Keywords: Asset pricing; CAPM; Conditional CAPM; ICAPM; Measurement error; Momentum; Time-series testing; ValueG11; G12
Keywords: Implied equity duration; Value premium; CAPM; Fama-French three-factor model;
Keywords: G12; C14; C15; CAPM; Non-parametrics; Kernel estimation; Bootstrapping; SML;
Keywords: C12; C13; C21; G12; Coefficient of determination; α-stable distributions; Signal to noise ratio; Density transformation theorem; Monte Carlo simulation; Fama-MacBeth regression; CAPM;
Keywords: E43; G30; G12; G15Emerging markets; Equity returns; CAPM; Country risk; Sovereign credit risk
Keywords: apreçamento de ações; relação risco e retorno; CAPM; ondaletas; mercado acionário brasileiro; stock pricing; risk-return ratio; CAPM; wavelets; Brazilian stock market; valoración de acciones; relación riesgo y rendimiento; CAPM - modelo de valor
Keywords: G10; G11; G12Idiosyncratic risk; Systematic risk; Return correlation structure; GARCH; CAPM
Keywords: CAPM; Downside risk; Exchange rate; Forward premium puzzle; Uncovered interest rate parity; Upside riskF31; G15
Keywords: G1; Stock return predictability; Implied variance; Realized variance; CAPM; ICAPM;
Keywords: G01; G11; G12; G14; G15; Asset prices; Leverage constraints; Margin requirements; Liquidity; Beta; CAPM;
Keywords: G12; G14Cross-section of returns; CAPM; Announcements; Risk
Keywords: Power generation; Electricity prices; CAPM;
Keywords: G11; G14; C21; C22; Speculative bubbles; Asset pricing; Stock returns; CAPM; Cross-sectional variation;
Keywords: F20; G11; G12; G14; G15; Volatility effect; Asset pricing; Emerging markets; CAPM; Alpha; Low volatility;
Keywords: C12; C58; G12; G14; Bootstrap; CAPM; Monotonicity tests; Non-monotonic relations;
Keywords: Beta; CAPM; Co-kurtosis; Co-skewness; Covariance
Keywords: G31; G32Weighted average cost of capital; Investment; CAPM; Implied cost of capital
Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices
Keywords: Gold; Hedge; Safe Haven; CAPM; Beta; Markov-switching model; Stock markets; UK; US; FTSE100; S&P500;
A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction
Keywords: C12; C14; C22; C52; CAPM; Non-Gaussian distribution; Asymmetric fat-tailed distributions; Minimum variance portfolio;
Profitability of reversal strategies: A modified version of the Carhart model in China
Keywords: G10; G12; G14; Reversal effect; Asset pricing; CAPM; Fama-French model; Carhart four-factor model;
Equilibria in the CAPM with non-tradeable endowments
Keywords: Portfolio choice; CAPM; Non-tradeable endowments; Risk aversion; Equilibrium; Incomplete markets;
Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market
Keywords: CAPM; Beta; Incomplete market; SML; Portfolio choice; Korean stock market; G11; G12;
Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey
Keywords: REIT; CAPM; Fama-French model; Turkish REITs; Borsa Istanbul; R30; G12; G17;
Dynamic CAPM under ambiguity-An experimental approach
Keywords: G10; G11; G12; Experimental financial market; CAPM; Fundamentals; Sharpe ratio; Behavioral traits;
Risk-adjusting the returns of private equity using the CAPM and multi-factor extensions
Keywords: Venture capital; Public Market Equivalent; CAPM; Multi-factor models; C58; G12; G23; G24;
Do U.S. paintings follow the CAPM? Findings disaggregated by subject, artist, and value of the work
Keywords: Art investment; CAPM; Finance;
Some extensions of the CAPM for individual assets
Keywords: CAPM; Higher moments; Kurtosis; Skewness; Cross-section; Individual assets;
CAPM with fuzzy returns and hypothesis testing
Keywords: CAPM; Beta; Fuzzy least squares; Bootstrap hypothesis testing; Intraperiod volatility;
Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873-1914)
Keywords: CAPM; Size effect; Momentum; Total risk; Dividend yield; Brussels Stock Exchange; G00; G10; G11; G12; G01; G02;
Yes, the CAPM is testable
Keywords: G11; G12; C13; C18; C58; CAPM; Market portfolio; OLS; GLS;
Exchange option in a two-state Poisson CAPM
Keywords: primary, 60K25; secondary, 90B22Exchange option; Two-state Poisson model; CAPM; Stochastic market environment
A novel nonlinear programming approach for estimating CAPM beta of an asset using fuzzy regression
Keywords: Fuzzy regression; Fuzzy membership functions; Nonlinear programming; CAPM; Beta coefficient; Robust regression
Risk premia in multi-national enterprises
Keywords: G0; F2; M4MNE; Firm valuation; DCF; CAPM; Risk premium; Transfer pricing