Capital Asset Pricing

Xem 1-20 trên 94 kết quả Capital Asset Pricing
  • Essentials of Investments: Chapter 7 - Capital Asset Pricing and Arbitrage Pricing Theory presents Capital Asset Pricing Model, Resulting Equilibrium Conditions, Capital Market Line, Slope and Market Risk Premium, Expected Return and Risk on Individual Securities.

    pdf23p maiyeumaiyeu22 12-12-2016 41 1   Download

  • Chapter 6 provides knowledge of risk, return, and the capital asset pricing model. This chapter presents the following content: Basic return concepts, basic risk concepts, stand-alone risk, portfolio (market) risk, risk and return: CAPM/SML.

    ppt46p abcxyz123_04 30-03-2020 5 1   Download

  • The capital asset pricing model, almost always referred to as the CAPM, is a centerpiece of modern financial economics. The model gives us a precise prediction of the relationship that we should observe between the risk of an asset and its expected return. Chapter 9 provides knowledge of the capital asset pricing model.

    ppt22p nanhankhuoctai1 29-05-2020 14 0   Download

  • The study generalized for selecting of non -linear capital asset pricing model for top securities in BSE and made an attempt to identify the marketable and non-marketable risk of investors of top companies. The analysis was conducted at different stages. They are Vector auto regression of systematic and unsystematic risk.

    pdf12p murielnguyen 29-06-2020 13 0   Download

  • Bài giảng Chapter 5: Risk and return - Portfolio theory and asset pricing models presents of portfolio theory, capital asset pricing model (CAPM) (efficient frontier, capital market line (CML), security market line (SML), beta calculation, beta calculation), arbitrage pricing theory, fama french 3 factor model.

    ppt44p philongdongnai 11-10-2014 82 7   Download

  • Chapter 7 provides knowledge of portfolio theory and other asset pricing models. This chapter presents the following content: Portfolio theory, capital asset pricing model (CAPM)L: capital market line (CML), security market line (SML).

    ppt17p abcxyz123_04 30-03-2020 4 1   Download

  • This study contributes to the literature about asset-pricing models and their performances in different economic contexts. Moreover, the findings also offer insights into the use of the CAPM and TFM in developing countries in general and Vietnam, in particular.

    pdf13p tamynhan6 14-09-2020 4 0   Download

  • This chapter discusses the various forms of return encountered in investment management. Among the return types discussed are required returns, which will be used later in the text for equity valuation. The required return is what the investor expects to earn on an investment, given the investment’s risk. To determine the required return, we will use several different models, such as the capital asset pricing model (CAPM).

    ppt31p allbymyself_10 02-03-2016 41 2   Download

  • This paper studies China’s stock prices in the framework of consumption-based capital asset pricing models (CCAPM). Using China’s quarterly stock market data from 1991 to 2019, we estimate and compare four versions of CCAPM: the classical CCAPM, CCAPM with housing service consumption, with habit formation, and with both. We find habit formation affects stock returns only if housing service consumption is considered. Further, although every model is consistent with data to certain extent, the models with habit formation perform substantially better.

    pdf12p nguyenanhtuan_qb 09-07-2020 8 0   Download

  • (bq) part 2 book "the mathematics of financial modeling and investment management" has contents: fat tails, scaling, and stable laws; arbitrage pricing - finite state models, capital asset pricing model, equity portfolio management; multifactor models and common trends for common stocks,...and other contents.

    pdf428p bautroibinhyen21 14-03-2017 36 5   Download

  • (bq) part 2 book "corporate finance - principles and practice" has contents: investment appraisal - applications and risk, portfolio theory and the capital asset pricing model, the cost of capital and capital structure, dividend policy, mergers and takeovers, risk management.

    pdf292p bautroibinhyen22 22-03-2017 31 2   Download

  • (bq) part 1 book "corporate finance" has contents: the time value of money and net present value, uncertainty, default, and risk, the capital asset pricing model, a first look at investments, market imperfections, capital budgeting applications and pitfalls,...and other contents.

    pdf576p bautroibinhyen23 02-04-2017 21 2   Download

  • Chapter 9 - The capital asset pricing model. This chapter contains additional material on the “art” of selecting reasonable parameter values for portfolio construction, and a discussion of what can go wrong when inputs are derived solely from recent historical experience.

    ppt23p tangtuy18 12-07-2016 31 1   Download

  • This paper is to investigate the fitness of the Fama and French three-factor model in the HCMC Stock Exchange (HOSE) over the period 2007-2009. The results have proven that this model is more superior to the capital asset pricing model (CAPM) when explaining changes in the total risk premium or the return on equity in HOSE.

    pdf6p danhnguyentuongvi27 19-12-2018 15 1   Download

  • Chapter 9 - The capital asset pricing model. This chapter contains additional material on the “art” of selecting reasonable parameter values for portfolio construction, and a discussion of what can go wrong when inputs are derived solely from recent historical experience.

    ppt22p dien_vi01 21-11-2018 10 0   Download

  • This study is to estimate risk tolerance of investors in HCMC Stock Exchange (HOSE) and then work out a portfolio optimization model on the basis of risk tolerance known. To do thus, questionnaires, Markowitz portfolio theory, and the capital asset pricing model (CAPM) will be employed in the research.

    pdf6p danhnguyentuongvi27 19-12-2018 10 0   Download

  • In this study, we investigate whether accrual quality is a factor in capital asset pricing. Our analysis consists of two parts. First, we use a panel data regression that controls for cross-section fixed effects to implement the second stage of the Fama-MacBeth regression (Petersen 2009).

    pdf15p viankara2711 04-12-2019 6 0   Download

  • This paper aims to develop testing model based on logistic regression with three factors to investigate the equity premium portion of CAPM model. It includes (1) literature review on equity premium of CAPM (Capital Asset Pricing Model) model; (2) Set up logistic regression model; (3) Data collection from Datastream; (4) Use of Matlab in regression; (5) Data input in logistic regression; (6) Create a homemade model to prove the nonexistence of equity premium puzzle. Together with investigating the proper definition of risk-free rate, this paper investigates and tests the basic model of CAPM.

    pdf13p trinhthamhodang2 21-01-2020 8 0   Download

  • Expected asset return measures are needed to construct portfolios, plan for retirement, value equities and options, and forecast corporate cash flows. In this lecture, students will: Compute historical returns for stocks and market indexes; estimate expected asset returns using the Capital Asset Pricing Model (CAPM), Global CAPM (GCAPM), the Fama-French 3 Factor Model (FF3F), and fundamental analysis; use excel styles and formats; create modules and write simple VBA programs.

    ppt26p shiwo_ding8 25-06-2019 10 0   Download

  • In this paper we propose a dynamic version of the Market-Derived Capital Pricing Model (MCPM) of McNulty, Yeh, Schulze and Lubatkin (2002).By introducing the competitive advantage period “CAP” in the algorithm of this model, we develop the Dynamic Market-Derived Capital Pricing Model (DMCPM).

    pdf15p cothumenhmong4 24-03-2020 4 0   Download



p_strKeyword=Capital Asset Pricing

nocache searchPhinxDoc


Đồng bộ tài khoản