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  • Search: subject:"Multifactor Capital Asset Pricing Model"
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Year of publication
Subject
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Beta 1 Business-Cycle Variables 1 GARCH-M Model and Market Efficiency 1 Information Set 1 Multifactor Capital Asset Pricing Model 1 Sharpe 1 Time Varying Risk 1 Time Varying Risk Premium 1 Treynor 1 diversification 1 fetchcomponents 1 fetchportfolio 1 fetchyahoooptions 1 finance 1 financial data 1 implied volatility 1 multifactor capital asset pricing model 1 options 1 portfolio selection 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Language
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Undetermined 2
Author
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Ahmad, Eatzaz 1 Dicle, Mehmet F. 1 Javid, Attiya Yasmin 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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MPRA Paper 1 Stata Journal 1
Source
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RePEc 2
Showing 1 - 2 of 2
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Testing multifactor capital asset pricing model in case of Pakistani market
Javid, Attiya Yasmin; Ahmad, Eatzaz - Volkswirtschaftliche Fakultät, … - 2008
The analysis of this study explores a set of macroeconomic variables along with market return as the systematic sources of risks explaining variations in expected stock returns for 49 stocks traded at Karachi Stock Exchange for the period 1993-2004. Some of these economic variables are found to...
Persistent link: https://www.econbiz.de/10011259489
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Cover Image
Financial portfolio selection using the multifactor capital asset pricing model and imported options data
Dicle, Mehmet F. - In: Stata Journal 13 (2013) 3, pp. 603-617
capital asset pricing model is fit for components of the Dow Jones Composite Index using data from Yahoo! Finance. Along with …Diversification and portfolio selection are integral parts of a finance curriculum. In this article, a multifactor …
Persistent link: https://www.econbiz.de/10010691925
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