Pricing assets

Part 2 of ebook "Economic and financial modelling with EViews: A guide for students and professionals" provides readers with contents including: Chapter 8 - Modelling volatility in finance and economics - ARCH, GARCH and EGARCH models; Chapter 9 - Limited dependent variable models; Chapter 10 - Vector autoregression (VAR) model; Chapter 11 - Panel data analysis; Chapter 12 - Capital asset pricing model (CAPM);...

139p daonhiennhien 03-07-2024 4 2   Download

Lecture Corporate finance deparment: Chapter 3 - Risk and return, after completing this section, you will understand knowledge about: Understand the expected returns and variances; measure the expected returns and variances; understand the portfolio; understand the systematic risk and unsystematic risk; understand the security market line, capital asset pricing model;...Please refer to the documentation for more details.

59p thuyduong0906 01-07-2024 0 0   Download

Bài giảng Đầu tư tài chính - Chương 3: Mô hình định giá tài sản vốn (CAPM), được biên soạn với mục tiêu nhằm giúp sinh viên hiểu rõ lý thuyết thị trường vốn và mô hình định giá tài sản vốn (Capital Asset Pricing Market - CAPM); Phân biệt giữa mô hình CAPM & mô hình chỉ số; Vận dụng mô hình CAPM để ước tính giá trị tỷ suất sinh lời kỳ vọng, độ rủi ro hệ thống của các tài sản rủi ro trên thị trường;... Mời các bạn cùng tham khảo!

28p khanhchi2550 10-05-2024 1 0   Download

Lecture "Investment: Chapter 3 - Asset pricing models" provide students with content about: Capital asset pricing model; Capital market line; Covariance properties; Covariance matrix;... Please refer to the detailed lecture content!

37p gaupanda031 13-05-2024 4 1   Download

The primary purpose of this study is to compare Capital Asset Pricing Model with Arbitration Pricing Theory by considering the supply chain strategy. Another objective of this study is to determine the effect of Capital Asset Pricing Model (CAPM) and Arbitration Pricing Theory (APT) on excess returns and to determine the best asset pricing model in terms of ability to explain the estimation of excess return. This study examines the effect of variables in asset pricing models and compares the ability of asset pricing models in explaining excess return.

8p longtimenosee10 26-04-2024 2 1   Download

The global crisis in 2008 has a tremendous impact on Indonesian economic stability. It ultimately led to increases in asset prices including property. It drives investors to invest in property companies namely stock. Thus, this study aims to examine the effect of Economic Value Added, Return on Equity, and Earnings per Share toward Stock Price. Also, the role of Price Earnings Ratio as a Moderating Variable in the relationship among variables studied. The secondary data obtained from annual reports, financial statements.

7p longtimenosee06 27-03-2024 3 2   Download

Ebook Financial accounting - An international introduction (3rd ed): Part 2 includes contents: Financial assets, liabilities and equity, cash flow statements, group accounting, foreign currency translation, accounting for price changes,... and other content.

263p longtimenosee03 30-01-2024 7 3   Download

Part 1 of ebook "Principles of corporate finance (12th edition)" provides readers with contents including: introduction to corporate finance; how to calculate present values; valuing bonds; the value of common stocks; net present value and other investment criteria; making investment decisions with the net present value rule; introduction to risk and return; portfolio theory and the capital asset pricing model; risk and the cost of capital; best practices in capital budgeting;...

438p tuongnhuoclan 27-11-2023 8 4   Download

Continued part 1, part 2 of ebook "The risk modeling evaluation handbook: Rethinking financial risk management methodologies in the global capital markets" provides readers with contents including: model risk related to valuation models; limitations to measure risk; modeling model risk for risk models; economic capital and asset allocation;...

253p tuongnhuoclan 27-11-2023 9 5   Download

This paper investigates the asset pricing problem in the context of asymmetric information, focusing on the asset chain, and derives an expression for equilibrium asset prices. The findings of this study contribute to our understanding of how information asymmetry affects asset prices and can be used to inform investment decisions in markets with asymmetric information.

9p vijeff 30-11-2023 5 3   Download

Continued part 1, part 2 of ebook "The valuation of shares and the efficient-markets theory" provides readers with contents including: Chapter 5 - The capital asset pricing model; Chapter 6 - The efficient-markets theory; Chapter 7 - Tests of the efficient-markets theory; Chapter 8 - Accounting and efficient markets; Chapter 9 - Concluding remarks;...

96p mocthanhdao0210 19-11-2023 8 4   Download

Continued part 1, part 2 of ebook "Advances in quantitative analysis of finance and accounting (New series) - Volume 1" provides readers with contents including: the impact of the introduction of index securities on the underlying stocks - the case of the diamonds and the dow 30; hedging with foreign-listed single stock futures; asset pricing with higher moments - empirical evidence from the taiwan stock market; listing switches from NASDAQ to the NYSE/AMEX - is New York issuance a motive;...

116p mocthanhdao0210 19-11-2023 8 4   Download

Continued part 1, part 2 of ebook "Advances in quantitative analysis of finance and accounting (New series) - Volume 2" provides readers with contents including: intraday trading of island (as reported to the cincinnati stock exchange) and NASDAQ; the impact of the introduction of index securities on the underlying stocks - the case of the diamonds and the dow 30; hedging with foreign-listed single stock futures; asset pricing with higher moments - empirical evidence from the Taiwan stock market; CFA designation, geographical location and analyst performance;...

132p mocthanhdao0210 19-11-2023 6 4   Download

Part 1 of ebook "Accounting: An introduction" provides readers with contents including: measurement; concepts of value and profit; accounting concepts; the structure of accounting data; the processing of accounting data; fixed assets; costing and inventory; owners' equity, liabilities and working capital; value and profit under changing price levels;...

171p mocthanhdao0210 19-11-2023 6 3   Download

Ebook "Absence of arbitrage valuation: A unified framework for pricing assets and securities" presents a unified asset pricing strategy through absence of arbitrage and applies this framework to such disparate fields as fixed income security pricing, foreign exchange spots, and forward rates.

154p loivantrinh 29-10-2023 5 4   Download

Ebook "The valuation of shares and the efficient-markets theory" provides readers with contents including: the role of the stock market; the valuation of stocks and shares; forecasting company profits; statistical models of accounting data; the capital asset pricing model; the efficient-markets theory; tests of the efficient-markets theory; accounting and efficient markets; concluding remarks;...

191p loivantrinh 29-10-2023 7 3   Download

Part 1 of ebook "The new science of asset allocation: Risk management in a multi-asset world" provides readers with contents including: a brief history of asset allocation; measuring risk; alpha and beta, and the search for a true measure of manager value; asset classes - what they are and where to put them; strategic, tactical, and dynamic asset allocation; core and satellite investment - market/manager based alternatives; sources of risk and return in alternative investments;...

188p thamnhuocgiai 24-09-2023 8 3   Download

Continued part 1, part 2 of ebook "Statistics and data analysis for financial engineering with R examples" provides readers with contents including: time series models basics; time series models further topics; GARCH models; cointegration; portfolio selection; the capital asset pricing model; factor models and principal components; risk management; bayesian data analysis and MCMC; nonparametric regression and splines;...

407p thamnhuocgiai 24-09-2023 7 4   Download

Ebook Security analysis (6th ed) Part 2 includes contents: Part IV: Theory of common-stock investment - the dividend factor; Part V: Analysis of the income account - the earnings factor in common-stock valuation; Part VI: Balance-sheet analysis - implications of asset values; Part VII: Additional aspects of security analysis - discrepancies between price and value; Part VIII: Global value investing.

430p haojiubujain06 05-09-2023 5 2   Download

This research aims to study the convergence of the two by examining fine wine and music as alternative asset classes. Analysis of each asset includes a history of price performance over the sample period, the asset's correlation with equity markets, the allocation between the asset and the S&P 500 according to an efficient portfolio frontier, and a maximum Sharpe ratio analysis.

16p viindra 06-09-2023 5 3   Download