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Pricing securities assets
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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
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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
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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
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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
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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
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Part 1 of ebook "Financial management: Theory and practice" provides readers with contents including: fundamental concepts of financial management; securities and their valuation; projects and their valuation; corporate valuation and governance; financial options and applications in corporate finance;...
595p
hanlinhchi
29-08-2023
8
4
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Ebook Investments (Tenth edition): Part 2 presents the following content: Chapter 9 the capital asset pricing model, chapter 10 arbitrage pricing theory and multifactor models of risk and return, chapter 11 the efficient market hypothesis, chapter 12 behavioral finance and technical analysis, chapter 13 empirical evidence on security returns, chapter 14 bond prices and yields, chapter 15 the term structure of interest rates, chapter 16 managing bond portfolios, chapter 17 macroeconomic and industry analysis, chapter 18 equity valuation models, chapter 19 financial statement analysis, chapte...
761p
haojiubujain01
06-06-2023
7
4
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Ebook Investment analysis & portfolio management (Tenth edition): Part 2 presents the following content: Chapter 8 an introduction to asset pricing models, chapter 9 multifactor models of risk and return, chapter 10 analysis of financial statements, chapter 11 an introduction to security valuation, chapter 12 macroanalysis and microvaluation of the stock market, chapter 13 industry analysis, chapter 14 company analysis and stock valuation, chapter 15 technical analysis, chapter 16 equity portfolio management strategies,…
255p
runthenight08
16-05-2023
10
4
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Ebook Essentials of investments (Seventh edition): Part 1 presents the following content: Chapter 1 investments: background and issues; chapter 2 asset classes and financial instruments; chapter 3 securities markets; chapter 4 mutual funds and other investment companies; chapter 5 risk and return: pastand prologue; chapter 6 efficient diversification; chapter 7 capital asset pricing and arbitrage pricing theory; chapter 8 the efficient market hypothesis; chapter 9 behavioral finance and technical analysis; chapter 10 bond prices and yields; chapter 11 managing bond portfolios.
396p
runthenight04
04-01-2023
22
7
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Ebook Essentials of investments (Seventh edition): Part 2 presents the following content: Chapter 1 investments: background and issues; chapter 2 asset classes and financial instruments; chapter 3 securities markets; chapter 4 mutual funds and other investment companies; chapter 5 risk and return: pastand prologue; chapter 6 efficient diversification; chapter 7 capital asset pricing and arbitrage pricing theory; chapter 8 the efficient market hypothesis; chapter 9 behavioral finance and technical analysis; chapter 10 bond prices and yields; chapter 11 managing bond portfolios.
364p
runthenight04
04-01-2023
23
7
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Lecture Money, Banking & Finance (2) - Lecture 5: The Capital Asset Pricing Model (CAPM). Learning objectives of this chapter include: Analyse the determinants of the equilibrium expected return on an individual security; to show how the risk premium on an asset is determined; explain the capital asset pricing model; show that the riskiness of an individual asset is given by its ‘beta’.
26p
runordie1
10-05-2022
24
2
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Chapter 17 - Financial economics. This chapter addresses present value, how to calculate it and applications of these concepts. Various possible financial assets will be discussed. The impact of arbitrage on asset prices and rates of return will be evaluated, along with the role of risk. Lastly, we will look at the security market line and its applications.
16p
nanhankhuoctai10
23-07-2020
25
1
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This definition contains within it a number of important points. Firstly, there are the facts about financial securities: how to trade and what assets there are to trade. Secondly, there are issues involved in studying these securities: the calculation of risks, returns and the relationship between the two. Then there is the question of what success means for an investor, and the investment strategies which ensure that choices are successful. Finally, there are the theories that are necessary to try to understand how the markets work and how assets are priced.
32p
nanhankhuoctai9
23-07-2020
53
6
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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.
12p
murielnguyen
29-06-2020
31
2
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In this study, panel data analysis is performed to assess not only the Textile Sector which holds an important place in Turkish Economy but also the impact of Research and Development investments of 14 firms, competing in national and international markets in this sector with public securities traded in Istanbul Stock Exchange, on their market prices, net sales and equity capital.
8p
guineverehuynh
21-06-2020
27
4
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This study mainly focused on the relevance and suitability of CAPM in BSE for Sensex stocks and to establish risk and return relationship for individual securities in this index.
11p
orianahuynh
08-06-2020
10
4
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In the previous chapters on risk and return relationships, we have treated securities at a high level of abstraction. We assumed implicitly that a prior, detailed analysis of each security already had been performed, and that its risk and return features had been assessed. in this chapter, we turn now to specific analyses of particular security markets. We examine valuation principles, determinants of risk and return, and portfolio strategies commonly used within and across the various markets.
19p
nanhankhuoctai1
29-05-2020
22
2
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Chapter 11, Arbitrage pricing theory and multifactor models of risk and return. In this chapter, we show how such no-arbitrage conditions together with the factor model introduced in Chapter 10 allow us to generalize the security market line of the CAPM to gain richer insight into the risk-return relationship.
13p
nanhankhuoctai1
29-05-2020
15
0
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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).
17p
abcxyz123_04
30-03-2020
17
1
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After completing chapter 15 you should be able to: Distinguish between debt and equity securities and between short-term and long-term investments, describe how to report equity with control, compute and analyze the components of return on total assets, account for held-for-trading securities, account for available-for-sale securities,...
34p
dien_vi03
08-10-2018
16
0
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