Aim/purpose–The purpose of the research is to verify the Capital Asset Pricing Model
(CAPM) in the Polish capital market based on a conventional and downside risk approach …

The banking sector is considered as the backbone of the economy and needs to examine its
performance frequently and get the attention of recent studies and regulators. Therefore, the …

Research background: Conventional CAPM is a well-known and tested theory on various
capital markets. It was also repeatedly rejected as a model of capital pricing. This article pro …

Propósito-Distintos entornos económicos y financieros tanto corporativos como bursátiles se
basan en el desarrollo de análisis de riesgos y oportunidades de negocio, empleando como …

The purpose of the paper is to verify the functioning of the Capital Asset Pricing Model
(CAPM) on the Polish capital market both in the classical and downside approaches to risk …

This study examined the cross-sectional relationships between realized returns and
systematic risk measures using sub-sectoral indices quoted on Warsaw Stock Exchange. In …

Celem artykułu jest weryfikacja modelu wyceny aktywów kapitałowych (Capital Asset Pricing
Model, CAPM) na polskim rynku kapitałowym w klasycznym i dolnostronnym podejściu do …

Resumen" Este estudio busca investigar los efectos de considerar los momentos de orden
mayor para la construcción de portafolios. En la primera parte se consideran acciones …