Search Results - subject:"CAPM model"

Portfolio optimization via online gradient descent and risk control

Yamim, J. D. M.; Borges, C. C. H.; Neto, R. F. - In: Computational economics 62 (2023) 1, pp. 361-381

Persistent link: https://www.econbiz.de/10014327502

The impact of Dieselgate on the required rate of return on equity of VW, BMW and DAIMLER

Čižinská, Romana; Matějková, Pavlína; Neset, Pavel - In: Financial Internet Quarterly 17 (2021) 1, pp. 8-18

Our paper studies the impacts of the Dieselgate scandal on the required rate of return on equity investments into VW, Daimler, and BMW. The object of investigation is the beta coefficient that determines the risk premium in the Capital Asset Pricing Model (CAPM). Our research takes a deep dive...

Persistent link: https://www.econbiz.de/10013466266

The impact of Dieselgate on the required rate of return on equity of VW, BMW and DAIMLER

Čižinská, Romana; Matějková, Pavlína; Neset, Pavel - In: Financial internet quarterly 17 (2021) 1, pp. 8-18

Persistent link: https://www.econbiz.de/10012588920

Risk of investment in Southeast European countries, CAPM calculation

Petrović, Dragana; Ilić, Milena; Ranković, Marko; … - In: Journal of Eastern Europe research in business & … 2020 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012176990

Risk-return trade-off in emerging markets : evidence from Dhaka Stock Exchange Bangladesh

Mollik, Abu Taher; Bepari, M. Khokan - In: Australasian accounting business and finance journal : AABF 9 (2014) 1, pp. 71-88

Persistent link: https://www.econbiz.de/10010520223

Mean-variance portfolio methods for energy policy risk management

Puch, Luis A.; Marrero, Gustavo A.; Ramos-Real, Francisco J. - Facultad de Ciencias Económicas y Empresariales, … - 2013

The risks associated with current and prospective costs of different energy technologies are crucial in assessing the efficiency of the energy mix. However, energy policy typically relies on the evolution of average costs, neglecting the covariances in the costs of the different energy...

Persistent link: https://www.econbiz.de/10010778690

USING THE CAPM MODEL TO ESTIMATE THE PROFITABILITY OF A FINANCIAL INSTRUMENT PORTFOLIO

Anghel, Madalina - Gabriela; Liliana (Dinca) Paschia - In: Annales Universitatis Apulensis Series Oeconomica 2 (2013) 15, pp. 19-19

scientific basis of the expected futurevalue of profits generated by a financial instrument. The core of the CAPM model is …

Persistent link: https://www.econbiz.de/10010838731

CAPM Evaluating Relation

ANGHELACHE, Gabriela-Victoria; LEFTER, Viorel; NEGRU, … - In: Romanian Statistical Review Supplement 60 (2012) 4, pp. 147-154

average yield of the capital market. As we shall see, the crucial element of the CAPM model is given by the coefficient beta … conditions involved for getting a valid extended CAPM model have generated the specialists΄concern in respect of finding out … another derivate of the original CAPM applicable to the integrated capital markets. So the international CAPM model was …

Persistent link: https://www.econbiz.de/10010598313

Эконометрический анализ динамики российских паевых инвестиционных фондов в кризисный и посткризисный периоды

Zaytsev, Alexander - Volkswirtschaftliche Fakultät, … - 2011

Using estimated CAPM-models portfolio risks of Russian mutual funds are analyzed. Two questions are considered: how did mutual funds portfolio risks change during the crisis and postcrisis periods; did portfolio managers successfully fit the portfolio structure depending on market conditions?...

Persistent link: https://www.econbiz.de/10011260907

The Effect of Mergers and Acquisitions on the Performance of Companies – The Greek Case of Ioniki-Laiki Bank and Pisteos Bank

Maditinos D.; Theriou N.; Demetriades E. - In: European Research Studies Journal XII (2009) 2, pp. 111-130

This study investigates the merger effects of two banks. The merger took place in mid 1999s and the effect was the Alpha Bank. The research is performed in two parts. The first part investigates the merger in the short-term, while the second part investigates the long-term effects of the merger...

Persistent link: https://www.econbiz.de/10008515024