Zobrazeno 1 - 10
of 222
pro vyhledávání: '"Multifactor models"'
Publikováno v:
Studies in Economics and Finance, 2024, Vol. 41, Issue 5, pp. 1106-1118.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/SEF-07-2023-0441
Autor:
Coën, Alain, Desfleurs, Aurélie
Publikováno v:
Journal of Property Investment & Finance, 2024, Vol. 42, Issue 6, pp. 576-590.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JPIF-05-2024-0064
Autor:
V. G. Gryazeva-Dobshinskaya, E. I. Koltunov, S. Yu. Korobova, V. A. Glukhova, E. S. Naboichenko
Publikováno v:
Obrazovanie i Nauka, Vol 26, Iss 9, Pp 129-150 (2024)
Introduction. The article addresses the problem of diagnosing creativity as a complex and multifactor construct. Aim. The present article aimed to examine multifactor models of creativity and to reveal the structural and dynamic aspects of psychologi
Externí odkaz:
https://doaj.org/article/84d082c34d6a40c686c8a1d37bf5bcad
Autor:
Işıl Candemir, Cenk C. Karahan
Publikováno v:
Borsa Istanbul Review, Vol 24, Iss 5, Pp 952-965 (2024)
This study empirically tests time-varying asset pricing models in an emerging market with individual stocks. We employ a recently proposed instrumental variables (IV) technique that uses individual stocks as test assets while consistently estimating
Externí odkaz:
https://doaj.org/article/7fba9433d733488486c7bd5118d0666f
Autor:
Candemir, Işıl, Karahan, Cenk C.
Publikováno v:
International Journal of Emerging Markets, 2022, Vol. 19, Issue 6, pp. 1492-1520.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/IJOEM-01-2022-0168
Autor:
Danquah, Richard, Yu, Baorong
Publikováno v:
Business Analyst Journal, 2023, Vol. 44, Issue 1, pp. 1-14.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/BAJ-09-2022-0028
Asset pricing models in South Africa: A comparative of regression analysis and the Bayesian approach
Autor:
Nitesha Dwarika
Publikováno v:
Data Science in Finance and Economics, Vol 3, Iss 1, Pp 55-75 (2023)
This study investigated the risk-return relationship using the Capital Asset Pricing Model (CAPM), Carhart four-factor Model (C4FM) and Fama and French Multifactor Models (FFMMs): F3FM and F5FM. This study analyzed the JSE ALSI returns of the South A
Externí odkaz:
https://doaj.org/article/69c0d5c1595b4b6a83e02710c8b54d53
Publikováno v:
Revista Galega de Economía, Vol 32, Iss 3 (2023)
This paper investigates the impact of using benchmark-adjusted alphas to assess the performance of small market mutual funds, investing in domestic and European equities. For the 2000-2020 period, our results show that fund benchmarks exhibit signifi
Externí odkaz:
https://doaj.org/article/fff524444db94661bac9bab8f5d759f1
Akademický článek
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Publikováno v:
Management Letters/Cuadernos de Gestión, Vol 22, Iss 1, Pp 51-63 (2022)
The recent research on asset pricing shows that the higher liquidity that results from the globalization of financial markets has significantly reduced the returns tied to many market anomaly-based strategies. However, in general, that research does
Externí odkaz:
https://doaj.org/article/452c916eb4e346e0abe7a3bda02f055a