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

Pricing insurance risk : reconciling theory and practice

Bauer, Daniel; Phillips, Richard D.; Zanjani, George - In: Handbook of Insurance : Volume II, (pp. 353-380). 2025

Persistent link: https://www.econbiz.de/10015399619

Unraveling the relationship between sustainability and returns : a multi-attribute utility analysis

Escobar, Marcos; Jiao, Yiyao - In: China finance review international 14 (2024) 4, pp. 719-758

Persistent link: https://www.econbiz.de/10015323305

Unraveling the relationship between sustainability and returns: a multi-attribute utility analysis

Escobar, Marcos; Jiao, Yiyao - In: China Finance Review International 14 (2024) 4, pp. 719-758

Purpose This study aims to establish an analytical framework to help investors accommodate their environmental, social, and corporate governance (ESG) preferences. The analytical solutions were complemented by empirical analyses to shed light on their benefits and tractability....

Persistent link: https://www.econbiz.de/10015342015

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

CAPM model applied to the Portuguese stock market

Teixeira, Natália; Silva, Mariana; Silva, Rui Vinhas da; … - In: International journal of electronic finance : IJEF 12 (2023) 1, pp. 55-63

Persistent link: https://www.econbiz.de/10014309629

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 of investment in Southeast European countries, CAPM calculation

Petrović, Dragana; Ilić, Milena; Ranković, Marko; … - In: Inventi impact: emerging economies (2020) 3, pp. 149-158

Persistent link: https://www.econbiz.de/10012648518

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