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The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak

Mirza, Nawazish; Hasnaoui, Jamila Abaidi; Naqvi, Bushra; … - In: Swiss Journal of Economics and Statistics 156 (2020) 1, pp. 1-7

The mutual funds' returns, inter alia, are dependent on fund managers' performance. This makes human capital efficiency very central for consistent risk-adjusted performance. The persistence in performance becomes more critical during periods of high turbulence, like the one we are experiencing...

Persistent link: https://www.econbiz.de/10013205800

The Capital Asset Pricing Model: A New Empirical Investigation

Zarifhonarvar, Ali - 2023

capital market, one of the most common being the Capital Asset Pricing Model (CAPM). After reviewing the literature in this … area, this study discusses the theoretical background of the CAPM model. After explaining the relationship between … systematic risk and the relation of these coefficients to the CAPM model predictions are tested. Thus, after data sampling to …

Persistent link: https://www.econbiz.de/10013499610

The Bayesian method in estimating Polish and German industry betas: A comparative nalysis of the risk between the main economic sectors from 2001-2020

Feder-Sempach, Ewa; Szczepocki, Piotr - In: Comparative Economic Research. Central and Eastern Europe 25 (2022) 2, pp. 45-60

estimates according to the Capital Asset Pricing Model (CAPM). The main objective of this research is to compare the Polish and …

Persistent link: https://www.econbiz.de/10014516405

Coherent Measures of Risk from a General Equilibrium Perspective

Csóka, Péter; Herings, Jean-Jacques; Kóczy, László Á. - 2006

-known spectral measure of risk is. We investigate the above mentioned six axioms using tools from general equi- librium (GE) theory …

Persistent link: https://www.econbiz.de/10010494343

What is Self-Influential Economic Theory?

Buus, Tomáš - In: European Financial and Accounting Journal 7 (2012) 1, pp. 28-40

on notorious examples – CAPM and efficient market hypothesis. These examples show that philosophy has still much to tell …

Persistent link: https://www.econbiz.de/10010512900

Risk and return in international corporate bond markets

Bekaert, Geert; De Santis, Roberto A. - 2020

pricing perspective, we find little to no evidence against the World CAPM model, where the market consists out of equity …

Persistent link: https://www.econbiz.de/10012422114

Size premium, value premium and market timing: Evidence from an emerging economy

Rashid, Syed Haroon; Sadaqat, Mohsin; Jebran, Khalil; … - In: Journal of Economics, Finance and Administrative Science 23 (2018) 46, pp. 266-288

capital asset pricing model (CAPM) and Fama and French model. Design/methodology/approach This study considers monthly stock …

Persistent link: https://www.econbiz.de/10013192143

The nexus between stock returns of oil companies and oil price fluctuations after heavy oil upgrading: Toward theoretical progress

Sedigh, Mojtaba; Mohammadi, Majid; Farahani Fard, Saeed; … - In: Economies 7 (2019) 3, pp. 1-17

This study attempts to discover the nexus between crude oil price fluctuation after heavy oil upgrading and stock returns of petroleum companies in the U.S. Stock Exchange for the years 2008 to 2018. One of the methods of upgrading heavy crude oil is to extract asphaltene from crude oil....

Persistent link: https://www.econbiz.de/10013199583

The impact of network connectivity on factor exposures, asset pricing and portfolio diversification

Billio, Monica; Caporin, Massimiliano; Panzica, Roberto … - 2017

This paper extends the classic factor-based asset pricing model by including network linkages in linear factor models. We assume that the network linkages are exogenously provided. This extension of the model allows a better understanding of the causes of systematic risk and shows that (i)...

Persistent link: https://www.econbiz.de/10011598484

The pricing of financial assets in the physical world of finance

Apreda, Rodolfo - 2010

The pricing of financial assets, this paper contends, it does not consist only in assessing a technical value from a valuation model and then calibrating such value by looking at the market. In order to sharpen up this complex process we are going to handle, firstly, a valuation procedure that...

Persistent link: https://www.econbiz.de/10010323087