Tag capm [35 articles] Export Sort

Recent papers classified by the tag capm.

Hide details

	Some Studies of Variability of Returns on Investments in Common Stocks [My Copy] The Journal of Business, Vol. 43, No. 2. (1970), pp. 99-134. by Lawrence Fisher, James H. Lorie posted to equity capm by RobHayward on 2009-12-11 10:01:28 as
	Economic Forces and the Stock Market [My Copy] In The Journal of Business, Vol. 59, No. 3. (1 January 1986), 383. by Nai-Fu Chen, Richard Roll, Stephen A. Ross posted to equity capm by RobHayward on 2009-12-10 13:11:50 as
	The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research? [My Copy] Social Science Research Network Working Paper Series (26 August 2009) by Avanidhar Subrahmanyam posted to equity emh capm by RobHayward on 2009-11-16 15:17:46 as
	A Multibeta Representation Theorem for Linear Asset Pricing Theories [My Copy] Social Science Research Network Working Paper Series (23 March 2007) by Sanjay Nawalkha posted to pricing multibeta models factor capm asset apt by jforest443 on 2009-10-30 22:24:48 as
	Pricing of arithmetic basket options by conditioning [My Copy] Insurance: Mathematics and Economics, Vol. 34, No. 1. (20 February 2004), pp. 55-77. by G. Deelstra, J. Liinev, M. Vanmaele posted to threshold-crossing pricing capm basket by lehalle on 2009-10-29 12:06:32 as
	Measuring abnormal performance Do stocks overreact? [My Copy] Journal of Financial Economics, Vol. 31, No. 2. (April 1992), pp. 235-268. by N. Chopra posted to momentum finance capm beta behaviour by RobHayward on 2009-09-23 10:47:18 as
	The Conditional Relation between Beta and Returns [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 30, No. 1. (1995), pp. 101-116. by Glenn N. Pettengill, Sridhar Sundaram, Ike Mathur posted to mutual_funds capm beta by ahuesler on 2009-09-14 13:58:58 as
	A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory [My Copy] Journal of Financial Economics, Vol. 4, No. 2. (March 1977), pp. 129-176. by R. Roll posted to finc3017 investments capm portfolio_management by margaretgn on 2009-08-01 08:35:48 as
	The Quantum Black-Scholes Equation [My Copy] ArXiv e-prints (June 2007) by L. accardi, A. boukas posted to capm quantum-finance by Scis0000002 on 2009-06-18 22:10:45 as
	Yes, the Choice of Performance Measure Does Matter for Ranking of US Mutual Funds [My Copy] Social Science Research Network Working Paper Series (13 May 2009) by Jose R. Ornelas, Silva, Jose L. Fernandes posted to capm risk by RobHayward on 2009-06-05 09:35:30 as
	The Cost of Capital, Corporation Finance and the Theory of Investment [My Copy] The American Economic Review, Vol. 48, No. 3. (1958), pp. 261-297. by Franco Modigliani, Merton H. Miller posted to capm corporate debt by rivadeneyra on 2009-04-08 21:56:08 as along with 2 people norrislj75 hgunji
	Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk [My Copy] The Journal of Finance, Vol. 19, No. 3. (1964), pp. 425-442. by William F. Sharpe posted to capm portfolio risk_analysis by wibkemichalk on 2009-01-20 14:29:11 as along with 4 people and 1 group yangs naranjas nandoaje gi0rgi0ne EntrepreneurialRisks
	The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets [My Copy] The Review of Economics and Statistics, Vol. 47, No. 1. (1965), pp. 13-37. by John Lintner posted to capm portfolio risk_analysis by wibkemichalk on 2009-01-20 14:25:57 as along with 2 people yangs micha_gruler
	An Intertemporal Capital Asset Pricing Model [My Copy] Econometrica, Vol. 41, No. 5. (1973), pp. 867-887. by Robert C. Merton posted to capm portfolio risk_analysis by wibkemichalk on 2009-01-20 14:12:41 as along with 2 people and 1 group yangs gi0rgi0ne EntrepreneurialRisks
	Beyond Sharpe ratio: Optimal asset allocation using different performance ratios [My Copy] Journal of Banking & Finance, Vol. 32, No. 10. (October 2008), pp. 2057-2063. by S. Farinelli, M. Ferreira, D. Rossello, M. Thoeny, L. Tibiletti posted to capm liquidity tails var by RobHayward on 2009-01-04 06:04:25 as
	Government Regulation and Structural Change in the Corporate Acquisitions Market: The Impact of the Williams Act [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 28, No. 3. (1993), pp. 363-379. by Paul H. Malatesta, Rex Thompson posted to acquisitions analysis bayesian capm federal impacts mergers of offers present rates regulation return studies tender value by yanshanxiao on 2008-09-24 00:24:02 as
	The Cross-Section of Expected Stock Returns [My Copy] The Journal of Finance, Vol. 47, No. 2. (1992), pp. 427-465. by Eugene F. Fama, Kenneth R. French posted to analysis capm markets regression securities by yanshanxiao on 2008-09-24 00:05:33 as along with 4 people and 1 group pdlug gi0rgi0ne hgunji bimbo EntrepreneurialRisks
	Revisiting the home bias puzzle: Downside equity risk [My Copy] Journal of International Money and Finance, Vol. 26, No. 7. (November 2007), pp. 1239-1260. by Rachel A. Campbell, Roman Kräussl posted to capm emh finance risk by RobHayward on 2008-06-23 07:13:55 as
	Investor Diversification and International Equity Markets [My Copy] The American Economic Review, Vol. 81, No. 2. (1991), pp. 222-226. by Kenneth R. French, James M. Poterba posted to behaviour capm portfolio by RobHayward on 2008-06-21 12:44:23 as
	A primer on hedge funds [My Copy] Journal of Empirical Finance, Vol. 6, No. 3. (September 1999), pp. 309-331. by William Fung, David A. Hsieh posted to capm fund hedge option by RobHayward on 2008-05-01 13:27:31 as
	Devaluating projects and the investment-uncertainty relationship [My Copy] Journal of Economic Dynamics and Control, Vol. 31, No. 12. (December 2007), pp. 3881-3888. by Oscar Gutierrez posted to capm investment real-options uncertainty by kenjimyzk on 2007-12-09 05:30:51 as
	The game-theoretic capital asset pricing model [My Copy] (2001) by V. Vovk, G. Shafer posted to capm game-theory by Scis0000002 on 2007-11-04 02:01:02 as
	Airline industry deregulation and changes in systematic risk [My Copy] Transportation, Vol. 17, No. 1. (28 January 1990), pp. 49-66. by Steven Allen, Lawrence Cunningham, Wallace Wood posted to capm risk by ChristianRauh on 2007-09-28 11:09:25 as
	Measuring security price performance [My Copy] Journal of Financial Economics, Vol. 8, No. 3. (September 1980), pp. 205-258. by Stephen J. Brown, Jerold B. Warner posted to capm econometrics emh by RobHayward on 2007-08-17 09:13:25 as along with 2 people jchau ChristianRauh
	An Asset Allocation Puzzle [My Copy] The American Economic Review, Vol. 87, No. 1. (1997), pp. 181-191. by Niko Canner, Gregory N. Mankiw, David N. Weil posted to capm emh equity finance by RobHayward on 2007-08-17 08:04:02 as
	Capital Asset Prices with and without Negative Holdings [My Copy] The Journal of Finance, Vol. 46, No. 2. (1991), pp. 489-509. by William F. Sharpe posted to pricing nobel finance capm by gi0rgi0ne to the group EntrepreneurialRisks on 2007-08-03 15:22:50 as
	The Capital Asset Pricing Model: Theory and Evidence [My Copy] The Journal of Economic Perspectives, Vol. 18, No. 3. (2004), pp. 25-46. by Eugene F. Fama, Kenneth R. French posted to capm finance by RobHayward on 2007-05-17 13:41:11 as along with 2 people tkravitz pirapira
	Game-Theoretic Capital Asset Pricing in Continuous Time [My Copy] by Vladimir Vovk, Glenn Shafer posted to capm game-theory pricing by scis0000001 on 2007-04-01 16:04:18 as
	On the determinants of portfolio choice [My Copy] Journal of Economic Behavior & Organization, Vol. In Press, Corrected Proof by Bart Frijns, Esther Koellen, Thorsten Lehnert posted to behaviour capm emh portfolio by RobHayward on 2006-12-03 08:43:17 as
	Disagreement, tastes, and asset prices [My Copy] Journal of Financial Economics, Vol. In Press, Corrected Proof by Eugene F. Fama, Kenneth R. French posted to capm emh finance by RobHayward on 2006-12-01 08:46:50 as
	The conditional CAPM does not explain asset-pricing anomalies [My Copy] Journal of Financial Economics, Vol. 82, No. 2. (November 2006), pp. 289-314. by Jonathan Lewellen, Stefan Nagel posted to capm finance by RobHayward on 2006-11-07 15:17:39 as along with 1 person Westerkamp
	International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets [My Copy] Journal of Multinational Financial Management, Vol. 16, No. 4. (October 2006), pp. 440-458. by Fahimeh Rezayat, Burhan F. Yavas posted to capm equity finance portfolio by RobHayward on 2006-10-03 13:46:58 as
	Costly arbitrage and the myth of idiosyncratic risk [My Copy] Journal of Accounting and Economics, Vol. In Press, Corrected Proof by Jeffrey Pontiff posted to behaviour capm momentum by RobHayward on 2006-05-30 13:39:50 as along with 1 person Westerkamp
	Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs [My Copy] Journal of Accounting and Economics, Vol. In Press, Corrected Proof by Christina Mashruwala, Shivaram Rajgopal, Terry Shevlin posted to bop capm momentum by RobHayward on 2006-05-23 13:24:20 as
	Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk [My Copy] Journal of Financial Economics, Vol. 80, No. 2. (May 2006), pp. 309-349. by Ronnie Sadka posted to behaviour capm equity finance microstructure by RobHayward on 2006-05-02 13:10:30 as

Note: You may cite this page as: http://www.citeulike.org/tag/capm

Sort by:
Order:	Default Ascending Descending
Empty fields:	Default First Last

finance	12
emh	6
equity	6
portfolio	6
behaviour	5
pricing	5
momentum	3
risk	3
risk_analysis	3
analysis	2
beta	2
game-theory	2
nobel	2
acquisitions	1
apt	1
asset	1
basket	1
bayesian	1
bop	1
corporate	1
debt	1
econometrics	1
factor	1
federal	1
finc3017	1
fund	1
hedge	1
impacts	1
investment	1
investments	1
liquidity	1
markets	1
mergers	1
microstructure	1
models	1
multibeta	1
mutual_funds	1
of	1
offers	1
option	1
portfolio_management	1
present	1
quantum-finance	1
rates	1
real-options	1
regression	1
regulation	1
return	1
securities	1
studies	1
tails	1
tender	1
threshold-crossing	1
uncertainty	1
value	1
var	1

Tag capm [35 articles] Export Sort

Related Tags