Portions of this article were drafted using an in-house natural language generation platform. The article was reviewed, fact-checked and edited by our editorial staff. The capital asset pricing model ...
Factor investing involves using factor models like CAPM and APT to predict individual security returns based on macroeconomic or other factors. Factor investing is a formulaic method for forecasting ...
Journal of Applied Econometrics, Vol. 4, No. 2 (Apr. - Jun., 1989), pp. 119-138 (20 pages) We perform maximum-likelihood estimation of a model of international asset pricing based on CAPM. We test the ...
The existing literature demonstrates that under a general equilibrium model, the performance of the Capital Asset Pricing Model (CAPM) can be improved significantly by using conditional consumption ...
Mullins, David W., Jr. "Diversification, the Capital Asset Pricing Model, and the Cost of Equity Capital." Harvard Business School Background Note 276-183, March 1976. (Revised November 1993.) ...
The capital asset pricing model has been widely used for many years by the global financial services industry to try and predict the returns you should expect from a stock. If a stock offers a return ...
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