Keywords: CAPM شرطی; Financial crisis; Time-varying beta; Conditional CAPM; BEKK; Conditional volatility; Equity premium;
مقالات ISI CAPM شرطی (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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.
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: CAPM شرطی; Asset pricing; CAPM; Conditional CAPM; ICAPM; Measurement error; Momentum; Time-series testing; ValueG11; G12
A conditional regime switching CAPM
Keywords: CAPM شرطی; Asset pricing; Conditional CAPM; Regime-switching; Bull market; Bear market;
Aggregate volatility expectations and threshold CAPM
Keywords: CAPM شرطی; C13; G12Aggregate volatility; Threshold regression; Conditional CAPM; Range; VIX
Regime-switching analysis of ADR home market pass-through
Keywords: CAPM شرطی; F21; F30; G15; ADRs; Regime switching; Conditional CAPM; International finance;
The critical role of conditioning information in determining if value is really riskier than growth
Keywords: CAPM شرطی; G12; G14Asset pricing; Conditional CAPM; Value premium
Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
Keywords: CAPM شرطی; Performance evaluation; Conditional CAPM; Volatility timing; MomentumG12; C22
The intertemporal relation between expected returns and risk
Keywords: CAPM شرطی; G12; G13; C51ICAPM; Conditional CAPM; Conditional covariance; Risk aversion; Conditional beta; Market risk premium; Intertemporal hedging demand
CAPM over the long run: 1926–2001
Keywords: CAPM شرطی; C51; G12Book-to-market effect; Value effect; Conditional CAPM; Time-varying beta
The conditional CAPM does not explain asset-pricing anomalies
Keywords: CAPM شرطی; G12Asset pricing tests; Conditional CAPM; Time-varying betas; Value; Momentum
Winter blues and time variation in the price of risk
Keywords: CAPM شرطی; G10; G12; Stock market seasonality; Conditional CAPM; Time-varying risk aversion; Behavioral finance; Seasonal affective disorder;