Fama-French, CAPM, and implied cost of equity
DR Mishra, TJ O'Brien - Journal of Economics and Business, 2019 - Elsevier
This study uses US implied cost of equity observations to compare the CAPM with both ex
ante and ex post versions of the Fama-French three-factor model. The ex ante version is a …
ante and ex post versions of the Fama-French three-factor model. The ex ante version is a …
25 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen
C Kaserer, MX Hanauer - Perspektiven der Wirtschaftspolitik, 2017 - degruyter.com
Zusammenfassung Eugene Fama und Kenneth French haben 1992 und 1993 ein
erweitertes Modell zur Bewertung riskanter Finanztitel geschaffen. Dieses Fama-French …
erweitertes Modell zur Bewertung riskanter Finanztitel geschaffen. Dieses Fama-French …
Risk factors and capital market anomalies: International evidence
MX Hanauer - 2014 - mediatum.ub.tum.de
Capital market anomalies are empirical results that seem to be unexplained by the Capital
Asset Pricing Model. The dissertation analyzes whether anomalies that existed in the past …
Asset Pricing Model. The dissertation analyzes whether anomalies that existed in the past …
Artificial Intelligence and Machine Learning in Fund Performance Evaluation—A Review
Financial technology (Fintech) has become an emerging and powerful tool that contributes
to the advancement of finance research. With the recent development of Fintech, machine …
to the advancement of finance research. With the recent development of Fintech, machine …
[PDF][PDF] The effect of Gold on Portfolio Diversification: The case of indexed portfolios from Tehran Stock Exchange
M Eskandari, A Saeedi, M Fallah - Journal of Financial Management …, 2019 - jfmp.sbu.ac.ir
Abstract1 Financial and investment issues are one of the essential areas of every person's
life that make one makes many decisions in different situations and it is the beliefs of the …
life that make one makes many decisions in different situations and it is the beliefs of the …
Incorporating model uncertainty into the variable selection problem of expected return proxies
C Jäckel - 2014 - mediatum.ub.tum.de
Expected stock returns are one of the most relevant variables in finance, both among
practitioners and academics. Unfortunately, they are unobservable and thus suitable proxies …
practitioners and academics. Unfortunately, they are unobservable and thus suitable proxies …
[PDF][PDF] REVISITING THE ASSET PRICING MODELS
M Jain, R Singla - academia.edu
The fundamental feature of security analysis is its valuation by measuring the association
between the security's return and the related risk factors. Markowitz's Modern Portfolio …
between the security's return and the related risk factors. Markowitz's Modern Portfolio …
Modelos multifactoriales de valoración de activos para el mercado de valores español
DJ Aledo Borgman - 2020 - riunet.upv.es
[ES] Ensayos realizados para el mercado de valores Español durante el periodo de 1990-
2016 (317 meses), indican que los factores de mercado, tamaño e inversión del modelo de …
2016 (317 meses), indican que los factores de mercado, tamaño e inversión del modelo de …
بررسی تأثیر ریسک ورشکستگی بر نرخ بازده مورد انتظار در سطح سهام انفرادی در شرکت های پذیرفته شده در بورس اوراق بهادار تهران
قضاوی, بت شکن, محمود - چشم انداز مدیریت مالی, 2019 - jfmp.sbu.ac.ir
هدف این پژوهش بررسی تأثیر ریسک ورشکستگی بر بازده موردانتظار سهامداران و یا
بهعبارتدیگر قیمتگذاری ریسک ورشکستگی در سطح سهام انفرادی با استفاده از دادههای مربوط به …
بهعبارتدیگر قیمتگذاری ریسک ورشکستگی در سطح سهام انفرادی با استفاده از دادههای مربوط به …
[PDF][PDF] Investigating the Effect of Default Risk on Individual Stocks Returns using Stocks listed in Tehran Stock Exchange
Z Ghazavi, M Botshekan - Journal of Financial Management …, 2019 - jfmp.sbu.ac.ir
The main purpose of this study is analyzing the effect of default risk on the individual stocks'
expected returns, in the other words pricing the default risk, in Iran's capital market. To this …
expected returns, in the other words pricing the default risk, in Iran's capital market. To this …