Thèses sur le sujet « Capital assets pricing model »
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Luo, Dan, et 罗丹. « Two essays on asset pricing ». Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48199357.
Texte intégralpublished_or_final_version
Economics and Finance
Doctoral
Doctor of Philosophy
Jordan-Wagner, James M. (James Michael). « Arbitrage Pricing Theory and the Capital Asset Pricing Model : Evidence from the Eurodollar Bond Market ». Thesis, University of North Texas, 1988. https://digital.library.unt.edu/ark:/67531/metadc330578/.
Texte intégralSekeris, Evangelos. « Information and learning in asset pricing ». Diss., Restricted to subscribing institutions, 2007. http://proquest.umi.com/pqdweb?did=1320955391&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.
Texte intégralLee, Kuan-Hui. « Liquidity risk and asset pricing ». Columbus, Ohio : Ohio State University, 2006. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1155146069.
Texte intégralJanse, Van Rensburg S. « Modelling of size-based portfolios using a mixture of normal distributions ». Thesis, Nelson Mandela Metropolitan University, 2009. http://hdl.handle.net/10948/985.
Texte intégralEmeny, Matthew. « The book-to-market effect and the behaviour of stock returns in the Australian equity market ». Title page, contents and abstract only, 1998. http://web4.library.adelaide.edu.au/theses/09ECM/09ecme533.pdf.
Texte intégralKam, Wai-hung Simon. « Capital asset pricing model : is it relevant in Hong Kong / ». [Hong Kong : University of Hong Kong], 1993. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13570456.
Texte intégralZhou, Yi. « Leverage, asset pricing and its implications ». Diss., Restricted to subscribing institutions, 2008. http://proquest.umi.com/pqdweb?did=1692099801&sid=19&Fmt=2&clientId=1564&RQT=309&VName=PQD.
Texte intégralKam, Wai-hung Simon, et 甘偉雄. « Capital asset pricing model : is it relevant in Hong Kong ». Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1993. http://hub.hku.hk/bib/B31265686.
Texte intégralSuh, Daniel. « Stock returns, risk factor loadings, and model predictions a test of the CAPM and the Fama-French 3-factor model / ». Morgantown, W. Va. : [West Virginia University Libraries], 2009. http://hdl.handle.net/10450/10744.
Texte intégralTitle from document title page. Document formatted into pages; contains x, 146 p. : col. ill. Includes abstract. Includes bibliographical references.
Davies, Philip R. « Empirical tests of asset pricing models ». Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1184592627.
Texte intégralLin, Chien-Hsiu. « Asset pricing in the Asian emerging markets ». Diss., Restricted to subscribing institutions, 2007. http://proquest.umi.com/pqdweb?did=1432786771&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.
Texte intégralSakouvogui, Kekoura. « Robust Capital Asset Pricing Model Estimation through Cross-Validation ». Thesis, North Dakota State University, 2018. https://hdl.handle.net/10365/29019.
Texte intégralZhao, Huimin, et 趙慧敏. « Two essays on asset pricing and options market ». Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B41508397.
Texte intégralZhao, Huimin. « Two essays on asset pricing and options market ». Click to view the E-thesis via HKUTO, 2008. http://sunzi.lib.hku.hk/hkuto/record/B41508397.
Texte intégralHadjieftychiou, Aristarchos. « The CAPM approach to materiality ». Thesis, This resource online, 1993. http://scholar.lib.vt.edu/theses/available/etd-12172008-063723/.
Texte intégralFu, Jun, et 付君. « Asset pricing, hedging and portfolio optimization ». Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48199345.
Texte intégralpublished_or_final_version
Statistics and Actuarial Science
Doctoral
Doctor of Philosophy
Li, Ya. « An empirical analysis of factor seasonalities ». HKBU Institutional Repository, 2017. https://repository.hkbu.edu.hk/etd_oa/421.
Texte intégralYoon, Jai-Hyung. « Four essays on international real business cycle and asset pricing models ». Monash University, Dept. of Accounting and Finance, 2002. http://arrow.monash.edu.au/hdl/1959.1/8520.
Texte intégralTam, Kwok-Leung Yves. « Pricing risk for nonnormal processes and conditional higher-order moments / ». free to MU campus, to others for purchase, 1997. http://wwwlib.umi.com/cr/mo/fullcit?p9842570.
Texte intégralPeleg, Ehud. « Three essays on asset pricing, portfolio choice and behavioral finance ». Diss., Restricted to subscribing institutions, 2008. http://proquest.umi.com/pqdweb?did=1722324081&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.
Texte intégralChu, Kai-cheung, et 朱啟祥. « The effects of mean reversion on dynamic corporate finance and asset pricing ». Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B47752762.
Texte intégralpublished_or_final_version
Economics and Finance
Doctoral
Doctor of Philosophy
Lam, Kenneth. « Is the Fama-French three-factor model better than the CAPM ? / ». Burnaby B.C. : Simon Fraser University, 2005. http://ir.lib.sfu.ca/handle/1892/2094.
Texte intégralLEGGETT, DAVID NEAL. « INCOME TAXES AND CAPITAL ASSET PRICING THEORY : SOME EMPIRICAL EVIDENCE ». Diss., The University of Arizona, 1985. http://hdl.handle.net/10150/187910.
Texte intégralZheng, Xiaohong. « Two essays on empirical asset pricing / ». View abstract or full-text, 2007. http://library.ust.hk/cgi/db/thesis.pl?FINA%202007%20ZHENG.
Texte intégralHamada, Mahmoud Actuarial Studies Australian School of Business UNSW. « Dynamic portfolio optimization & ; asset pricing : Martingale methods and probability distortion functions ». Awarded by:University of New South Wales. School of Actuarial Studies, 2001. http://handle.unsw.edu.au/1959.4/18232.
Texte intégralMajerbi, Basma. « Essays in international asset pricing and foreign exchange risk ». Thesis, McGill University, 2003. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=84526.
Texte intégralZhang, Qianwen. « What kind of asset pricing model works in emerging markets ? a case study for the Chinese stock markets / ». online access from Digital Dissertation Consortium, 2007. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?MR26886.
Texte intégralFarnsworth, Heber K. « Evaluating stochastic discount factors from term structure models / ». Thesis, Connect to this title online ; UW restricted, 1997. http://hdl.handle.net/1773/8786.
Texte intégralLaurente, García María Marisol, et Villalobos Leyla del Milagro Saldaña. « Controversia del CAPM con relación al riesgo y rentabilidad de activos financieros frente a otros modelos alternativos y derivados ». Bachelor's thesis, Universidad Peruana de Ciencias Aplicadas (UPC), 2019. http://hdl.handle.net/10757/628015.
Texte intégralThe objective of this paper is to analyze the use and application of the capital asset pricing model, CAPM, as a planning and financial evaluation tool and to compare it with other alternative models. The CAPM propose a relationship between the risk and return of an asset. The risk is represented by coefficient called beta, which measures the sensitivity of the financial asset in relation to it´s systematic risk, either in a portfolio or in the valuation of a company. Given that there are controversies about the validity of the CAPM, the study is gad is to understand the effectiveness of the use and application of the model. In order to do that, evidence, in different countries and economic sectors, is presented in which the CAPM is compared with other alternative models, such as the APT or the Fama and French Three Factor, according to this investigation would be the most used. The results of this investigation shown that, the CAPM, even though it is not able to offer significant positives results in the studies reviewed. However, it is not a sufficient model for predictins the risk - return relationship in the cases where it applies. It is concluded for that, although there are alternatives models trying to overcome the limitations of the CAPM, this model is nowadays the most used yet, fundamentally because of its simplicity and its ability to explain and predict, in a sufficient fashion, in most of the general applications.
Trabajo de Suficiencia Profesional
Chaieb, Ines. « Essays on international asset pricing under segmentation and PPP deviations ». Thesis, McGill University, 2006. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=102485.
Texte intégralThe second essay uses our theoretical model to address the question of whether the IFC investable indices are priced globally or locally. Indeed S&P/IFC provides two emerging market indices: the IFC global index (IFCG) and its subset the IFC investable index (IFCI). Since the IFCI is fully investable, both the academic and practitioners implicitly assume that this subset of emerging markets is priced in the global context. This is a critical assumption for corporate finance decisions and portfolio management. Hence, this essay investigates the pricing behavior of the IFCI index returns using a conditional version of our model that allows for segmentation and PPP deviations. The results suggest that local factors are important in explaining returns of the IFC investable indices and that the return behavior of IFCI indices is similar to that of the IFCG.
Užik, Martin. « Berücksichtigung der Informationsunsicherheitsprämie im Capital Asset Pricing Model / ». Lohmar ; Köln : Eul, 2004. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=012826721&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
Texte intégralCheng, Enoch. « Connections between no-arbitrage and the continuous time mean-variance framework ». Diss., Restricted to subscribing institutions, 2009. http://proquest.umi.com/pqdweb?did=1836268281&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.
Texte intégralMorscheck, Justin David. « Overreaction in trading : evidence from the intraday trading of SPDRs / ». abstract and full text PDF (UNR users only), 2008. http://0-gateway.proquest.com.innopac.library.unr.edu/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:1461538.
Texte intégral"December, 2008." Includes bibliographical references (leaves 23-24). Library also has microfilm. Ann Arbor, Mich. : ProQuest Information and Learning Company, [2009]. 1 microfilm reel ; 35 mm. Online version available on the World Wide Web.
Cândido, Maria Teresa. « Financial market liquidity, asset pricing, and financial crises / ». Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9914068.
Texte intégralYuen, Moon-chuen. « An empirical test of the arbitrage pricing theory in the Hong Kong stock market / ». [Hong Kong : University of Hong Kong], 1985. http://sunzi.lib.hku.hk/hkuto/record.jsp?B12317664.
Texte intégralSpurway, Kayleigh Fay Nanette. « A study of the Consumption Capital Asset Pricing Model's appilcability across four countries ». Thesis, Rhodes University, 2014. http://hdl.handle.net/10962/d1013016.
Texte intégralLimkriangkrai, Manapon. « An empirical investigation of asset-pricing models in Australia ». University of Western Australia. Faculty of Business, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0197.
Texte intégralCarter, Bradley. « Capital asset pricing model (CAPM) applicability in the South African context and alternative pricing models ». Diss., University of Pretoria, 2015. http://hdl.handle.net/2263/52363.
Texte intégralMini Dissertation (MBA)--University of Pretoria, 2015.
sn2016
Gordon Institute of Business Science (GIBS)
MBA
Unrestricted
Sagi, Jacob S. « Partial ordering of risky choices : anchoring, preference for flexibility and applications to asset pricing ». Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2000. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape3/PQDD_0019/NQ56611.pdf.
Texte intégralGalagedera, Don U. A. « Investment performance appraisal and asset pricing models ». Monash University, Dept. of Econometrics and Business Statistics, 2003. http://arrow.monash.edu.au/hdl/1959.1/5780.
Texte intégralBailer, Heiko Manfred. « Robust estimation of factor models in finance / ». Thesis, Connect to this title online ; UW restricted, 2005. http://hdl.handle.net/1773/8985.
Texte intégralGuo, Xu. « Fractional differential equations for modelling financial processes with jumps ». HKBU Institutional Repository, 2015. https://repository.hkbu.edu.hk/etd_oa/192.
Texte intégralYuen, Moon-chuen, et 袁滿泉. « An empirical test of the arbitrage pricing theory in the Hong Kong stock market ». Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1985. http://hub.hku.hk/bib/B31263513.
Texte intégralElshqirat, Mohammad Kamel. « Multifactor Capital Asset Pricing Model in the Jordanian Stock Market ». ScholarWorks, 2018. https://scholarworks.waldenu.edu/dissertations/5186.
Texte intégralHotz, Pirmin. « Das capital asset pricing model und die Markteffizienzhypothese unter besonderer Berücksichtigung der empirisch beobachteten "Anomalien" in den amerikanischen und anderen internationalen Aktienmärkten / ». [S.l.] : [s.n.], 1989. http://aleph.unisg.ch/hsgscan/hm00150730.pdf.
Texte intégralAsalya, Dawoud, et Awais Shah. « Testing the Capital Asset Pricing Model on the Karachi Stock Exchange ». Thesis, Högskolan i Jönköping, Internationella Handelshögskolan, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-21617.
Texte intégralBjorheim, Jacob. « The epistemological value of the consumption based capital asset pricing model ». Thesis, London School of Economics and Political Science (University of London), 2014. http://etheses.lse.ac.uk/939/.
Texte intégralMessner, Bryce Jaden. « Investing in United States Farmland : A Capital Asset Pricing Model Analysis ». Thesis, North Dakota State University, 2019. https://hdl.handle.net/10365/31635.
Texte intégralTymoigne, Eric Wray L. Randall. « Central banking, asset prices, and financial fragility what role for a central bank ? / ». Diss., UMK access, 2006.
Trouver le texte intégral"A dissertation in economics and social sciences." Advisor: L. Randall Wray. Typescript. Vita. Title from "catalog record" of the print edition Description based on contents viewed Dec. 19, 2007. Includes bibliographical references (leaves 422-452). Online version of the print edition.