Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Arbitrage Pricing Theory- APT"'
Autor:
Haocheng Du
Publikováno v:
Ain Shams Engineering Journal, Vol 14, Iss 1, Pp 101793- (2023)
The generation of big data is based on the network data generated when people use Internet information systems to interact. Big data can reflect the general laws of specific fields and industries, provide more accurate references for decision makers
Externí odkaz:
https://doaj.org/article/1874921abb0a49ef80d1423d7db79161
Publikováno v:
Jurnal Optimasi Sistem Industri, Vol 16, Iss 1, Pp 68-79 (2017)
This research aims to design optimal portfolio with a case study of stocks listed on the Indonesia Stock Exchange (IDX) that conduct transactions in the period 2011-2015. The sample used were 396 companies listed on nine sectors in BEI. Arbitrage Pri
Externí odkaz:
https://doaj.org/article/4a0a4c6b4c5247b6a383d1981015d09e
Autor:
Chiedza Ndlovu, Paul Alagidede
Publikováno v:
Journal of Economic and Financial Sciences, Vol 8, Iss 2, Pp 550-566 (2015)
This study examines the factors that determine the return on equity (ROE) of financial companies listed on the Johannesburg Securities Exchange (JSE). Two empirical strategies were adopted: the DuPont model and a multifactor Arbitrage Pricing Theory
Externí odkaz:
https://doaj.org/article/680aeed7badb4cf981c57e231752019b
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Lehmann, Bruce N., Modest, David M.
Publikováno v:
Management Science, 2005 Apr 01. 51(4), 581-598.
Externí odkaz:
https://www.jstor.org/stable/20110354
Publikováno v:
Dimensión Empresarial, Volume: 18, Issue: 1, Pages: 129-146, Published: MAR 2020
Resumen Este documento tiene como objetivo identificar los determinantes macroeconómicos que influyen en los retornos de las carteras en los mercados financieros de los países que hacen parte de la Alianza del Pacífico, para los años 2009 a 2015.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0aa58ddeb5a8cd38457d521483e6b4ce
http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S1692-85632020000100129&lng=en&tlng=en
http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S1692-85632020000100129&lng=en&tlng=en
Autor:
Iryna Dzebykh
Publikováno v:
International Economic Policy, Vol 1-2, Iss 12-13 (2010)
This article considers the assessment of investment projects with the usage of characteristic examples, taken from gas and oil sectors of the industries, which are of crucial importance for the economies of Ukraine and Russia. These branches of indus
Externí odkaz:
https://doaj.org/article/5aa1a5a9a32042468cada99228bc5d4c
Autor:
محمد حسین قائمی, محمد علی معینی
Publikováno v:
بررسیهای حسابداری و حسابرسی, Vol 14, Iss 1 (2007)
This study investigates the relationship between PE and macroeconomic variables. In this paper, 21 macroeconomic variables are selected with decomposition to nominal and real variables. Also for detrending, trend variable is entered in model as an in
Externí odkaz:
https://doaj.org/article/3b4d38af46a74ad49e4e32c7e0e57063
Autor:
فریدون رهنمای رود پشتی, محمد رضا مرادی
Publikováno v:
تحقیقات مالی, Vol 7, Iss 1 (2006)
We investigated the arbitrage pricing theory by using factorial analysis technique. Factor loadings were derived from variance-covariance matrix of odd-week returns and used in a regression model with the mean value of odd-week returns as a dependant
Externí odkaz:
https://doaj.org/article/c26c6b4250de474f943923f3e371a3dc
Autor:
Laubscher, Eugene Rudolph
The study investigates whether the main capital market theories and pricing models provide a reasonably accurate description of the working and efficiency of capital markets, of the pricing of shares and options and the effect the risk/return relatio
Externí odkaz:
http://hdl.handle.net/10500/17174