FVFM'nin İMKB ulusal 100 endeksindeki geçerliliğinin panel veri analizi ile test edilmesi
Bu çalışmada, literatürde geniş uygulama alanı bulan “Finansal Varlıkları Fiyatlandırma
Modeli-FVFM” nin İstanbul Menkul Kıymetler Borsası (İMKB) Ulusal 100 Endeksi'nde işlem …
Modeli-FVFM” nin İstanbul Menkul Kıymetler Borsası (İMKB) Ulusal 100 Endeksi'nde işlem …
Dynamic dependency between the Shariah and traditional stock markets: Diversification opportunities during the COVID-19 and global financial crisis (GFC) periods
The aim of the present research is to highlight whether there exist any diversification
opportunities from investing in developed and developing countries' Shariah-compliant and …
opportunities from investing in developed and developing countries' Shariah-compliant and …
[PDF][PDF] Performance of Islamic indices in Malaysia FTSE market: Empirical evidence from CAPM
HH Lean, P Parsva - Journal of applied Sciences, 2012 - researchgate.net
The Capital Asset Pricing Model (CAPM) has been examined extensively for common stock
return and index return. However, the examination with Islamic stocks is limited. This paper …
return and index return. However, the examination with Islamic stocks is limited. This paper …
The Systematic Risk at the Crisis—A Multifractal Non-Uniform Wavelet Systematic Risk Estimation
M Sarraj, A Ben Mabrouk - Fractal and Fractional, 2021 - mdpi.com
In the last decade, many factors, such as socio-political and econo-environmental ones,
have led to a perturbation in the timeline of the worldwide development, and especially in …
have led to a perturbation in the timeline of the worldwide development, and especially in …
[HTML][HTML] Wavelet-based systematic risk estimation for GCC stock markets and impact of the embargo on the Qatar case
Systematic risk is one of the well-known indices involved in the market situation study. One
of the disadvantages of scientific studies of market indices is the lack of involving extreme …
of the disadvantages of scientific studies of market indices is the lack of involving extreme …
[PDF][PDF] Wavelet-based systematic risk estimation: application on GCC stock markets: the Saudi Arabia case
AB Mabrouk - Quantitative Finance and Economics, 2020 - aimspress.com
Systematic risk estimation is widely applied by investors and managers in order to predict
risks in the market. One of the most applied measures of risk is the so-called Capital Asset …
risks in the market. One of the most applied measures of risk is the so-called Capital Asset …
A validity test of capital asset pricing model for Dhaka stock exchange
Capital Asset Pricing Model (CAPM) was a revolution in financial theory. CAPM postulates
an equilibrium linear association between expected return and risk of an asset. This study …
an equilibrium linear association between expected return and risk of an asset. This study …
Wavelet time-scale modeling of brand sales and prices
TM Alanazi, A Ben Mabrouk - Applied Sciences, 2022 - mdpi.com
Marketing is the way we ensure our sales are the best in the market, our prices the most
accessible, and our clients satisfied, thus ensuring our brand has the widest distribution …
accessible, and our clients satisfied, thus ensuring our brand has the widest distribution …
Testing the validity of CAPM in ISE national 100 index with panel data analysis
In this study, the applicability of Capital Asset Pricing Model (CAPM), which had a wide
coverage in literature, is investigated in accordance with the panel data analysis method for …
coverage in literature, is investigated in accordance with the panel data analysis method for …
[PDF][PDF] Wavelet-Based systematic risk estimation an application on istanbul stock exchange
B Aktan, AB Mabrouk, M Ozturk… - … Research Journal of …, 2009 - researchgate.net
Systematic risk estimations are broadly used in investment analysis and portfolio
management. The popular measure of systematic risk is the CAPM beta. The CAPM states …
management. The popular measure of systematic risk is the CAPM beta. The CAPM states …