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You searched for subject:( model CAPM). Showing records 1 – 30 of 61 total matches.

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Kaunas University of Technology

1. Aleksienė, Sandra. CAPM modelio testavimas.

Degree: Master, Mathematics, 2004, Kaunas University of Technology

 The results of empirical tests of the capital asset pricing model (CAPM) are discussed in this paper. A formidable problem here involves setting up an… (more)

Subjects/Keywords: CAPM model; CAPM modelio testavimas

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APA (6th Edition):

Aleksienė, Sandra. (2004). CAPM modelio testavimas. (Masters Thesis). Kaunas University of Technology. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2004~D_20040604_210631-10316 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Aleksienė, Sandra. “CAPM modelio testavimas.” 2004. Masters Thesis, Kaunas University of Technology. Accessed December 12, 2019. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2004~D_20040604_210631-10316 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Aleksienė, Sandra. “CAPM modelio testavimas.” 2004. Web. 12 Dec 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Aleksienė, Sandra. CAPM modelio testavimas. [Internet] [Masters thesis]. Kaunas University of Technology; 2004. [cited 2019 Dec 12]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2004~D_20040604_210631-10316 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Aleksienė, Sandra. CAPM modelio testavimas. [Masters Thesis]. Kaunas University of Technology; 2004. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2004~D_20040604_210631-10316 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


Brno University of Technology

2. Řeháčková, Miroslava. Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu .

Degree: 2016, Brno University of Technology

 Tato diplomová práce se zabývá návrhem investičního portfolia pro malou rodinnou firmu v podmínkách českého kapitálového trhu. Pracuje s daty z Pražské burzy cenných papírů… (more)

Subjects/Keywords: Portfolio; investování; Markowitzova teorie; model CAPM; testování; BCPP; Portfolio; investment; Markowitz Theory; CAPM; testing; BCPP

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Řeháčková, M. (2016). Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/52030

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Řeháčková, Miroslava. “Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu .” 2016. Thesis, Brno University of Technology. Accessed December 12, 2019. http://hdl.handle.net/11012/52030.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Řeháčková, Miroslava. “Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu .” 2016. Web. 12 Dec 2019.

Vancouver:

Řeháčková M. Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu . [Internet] [Thesis]. Brno University of Technology; 2016. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/11012/52030.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Řeháčková M. Návrh investičního portfolia na českém kapitálovém trhu pro malou rodinnou firmu . [Thesis]. Brno University of Technology; 2016. Available from: http://hdl.handle.net/11012/52030

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Open Universiteit Nederland

3. Nuissenburg, D. "De invloed van het short sale transactie verbod en de marktreactie." .

Degree: 2016, Open Universiteit Nederland

 In my research, I test the overall hypothesis regarding the overvaluation of shares during the short sale transaction ban. The hypothesis is derived from the… (more)

Subjects/Keywords: Short sale; Fama French model; CAPM-Model; Market model; overvaluation

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APA (6th Edition):

Nuissenburg, D. (2016). "De invloed van het short sale transactie verbod en de marktreactie." . (Masters Thesis). Open Universiteit Nederland. Retrieved from http://hdl.handle.net/1820/7897

Chicago Manual of Style (16th Edition):

Nuissenburg, D. “"De invloed van het short sale transactie verbod en de marktreactie." .” 2016. Masters Thesis, Open Universiteit Nederland. Accessed December 12, 2019. http://hdl.handle.net/1820/7897.

MLA Handbook (7th Edition):

Nuissenburg, D. “"De invloed van het short sale transactie verbod en de marktreactie." .” 2016. Web. 12 Dec 2019.

Vancouver:

Nuissenburg D. "De invloed van het short sale transactie verbod en de marktreactie." . [Internet] [Masters thesis]. Open Universiteit Nederland; 2016. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/1820/7897.

Council of Science Editors:

Nuissenburg D. "De invloed van het short sale transactie verbod en de marktreactie." . [Masters Thesis]. Open Universiteit Nederland; 2016. Available from: http://hdl.handle.net/1820/7897


Universidade Presbiteriana Mackenzie

4. José Matias Filho. Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro.

Degree: 2006, Universidade Presbiteriana Mackenzie

Inúmeros estudos têm sido feitos procurando mensurar o componente de risco envolvido no retorno esperado em investimentos de capital, cuja busca já remonta várias décadas… (more)

Subjects/Keywords: CAPM (Capital Asset Pricing Model); Beta; asset pricing; CAPM (Capital Asset Pricing Model); Beta; ADMINISTRACAO DE EMPRESAS; precificação de ativos

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Filho, J. M. (2006). Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro. (Thesis). Universidade Presbiteriana Mackenzie. Retrieved from http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=70

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Filho, José Matias. “Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro.” 2006. Thesis, Universidade Presbiteriana Mackenzie. Accessed December 12, 2019. http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=70.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Filho, José Matias. “Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro.” 2006. Web. 12 Dec 2019.

Vancouver:

Filho JM. Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro. [Internet] [Thesis]. Universidade Presbiteriana Mackenzie; 2006. [cited 2019 Dec 12]. Available from: http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=70.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Filho JM. Estudo empírico sobre metodologias alternativas de aplicação do CAPM no mercado de ações brasileiro. [Thesis]. Universidade Presbiteriana Mackenzie; 2006. Available from: http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=70

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

5. Kubíková, Lenka. Technická analýza .

Degree: 2013, Brno University of Technology

 Bakalářská práce se zabývá využitím technické analýzy k sestavení optimálního portfolia akcií. Především je zde využit model oceňování kapitálových aktiv CAPM. V první části práce… (more)

Subjects/Keywords: technická analýza; akcie; optimální portfolio; model CAPM; klouzavý průměr; technical analysis; share; optimal portfolio; CAPM model; moving average

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kubíková, L. (2013). Technická analýza . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/25080

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kubíková, Lenka. “Technická analýza .” 2013. Thesis, Brno University of Technology. Accessed December 12, 2019. http://hdl.handle.net/11012/25080.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kubíková, Lenka. “Technická analýza .” 2013. Web. 12 Dec 2019.

Vancouver:

Kubíková L. Technická analýza . [Internet] [Thesis]. Brno University of Technology; 2013. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/11012/25080.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kubíková L. Technická analýza . [Thesis]. Brno University of Technology; 2013. Available from: http://hdl.handle.net/11012/25080

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

6. Liu, Wei. A New Asset Pricing Model based on the Zero-Beta CAPM: Theory and Evidence.

Degree: 2013, Texas A&M University

 This work utilizes zero-beta CAPM to derive an alternative form dubbed the ZCAPM. The ZCAPM posits that asset prices are a function of market risk… (more)

Subjects/Keywords: Asset Pricing; Zero-Beta CAPM; Factor Model; Random Matrix Theory

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Liu, W. (2013). A New Asset Pricing Model based on the Zero-Beta CAPM: Theory and Evidence. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/149521

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Wei. “A New Asset Pricing Model based on the Zero-Beta CAPM: Theory and Evidence.” 2013. Thesis, Texas A&M University. Accessed December 12, 2019. http://hdl.handle.net/1969.1/149521.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Wei. “A New Asset Pricing Model based on the Zero-Beta CAPM: Theory and Evidence.” 2013. Web. 12 Dec 2019.

Vancouver:

Liu W. A New Asset Pricing Model based on the Zero-Beta CAPM: Theory and Evidence. [Internet] [Thesis]. Texas A&M University; 2013. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/1969.1/149521.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu W. A New Asset Pricing Model based on the Zero-Beta CAPM: Theory and Evidence. [Thesis]. Texas A&M University; 2013. Available from: http://hdl.handle.net/1969.1/149521

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


The Ohio State University

7. Davies, Philip R. Empirical tests of asset pricing models.

Degree: PhD, Business Administration, 2007, The Ohio State University

  The Capital Asset Pricing Model (CAPM) developed by Sharpe (1964)and Lintner (1965) is widely viewed as one of the most important contributions to our… (more)

Subjects/Keywords: Asset Pricing; Capital Asset Pricing Model; CAPM; Bayesian Statistics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Davies, P. R. (2007). Empirical tests of asset pricing models. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1184592627

Chicago Manual of Style (16th Edition):

Davies, Philip R. “Empirical tests of asset pricing models.” 2007. Doctoral Dissertation, The Ohio State University. Accessed December 12, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1184592627.

MLA Handbook (7th Edition):

Davies, Philip R. “Empirical tests of asset pricing models.” 2007. Web. 12 Dec 2019.

Vancouver:

Davies PR. Empirical tests of asset pricing models. [Internet] [Doctoral dissertation]. The Ohio State University; 2007. [cited 2019 Dec 12]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1184592627.

Council of Science Editors:

Davies PR. Empirical tests of asset pricing models. [Doctoral Dissertation]. The Ohio State University; 2007. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1184592627


Dublin City University

8. Wang, Dengli. Higher-moment stochastic discount factor specifications and the cross-section of asset returns.

Degree: DCU Business School, 2013, Dublin City University

 The stochastic discount factor model provides a general framework for pricing assets. A suitably specified discount factor encompasses most of the theories currently in use,… (more)

Subjects/Keywords: Finance; stochastic discount factor model; CAPM; Asset Pricing

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APA (6th Edition):

Wang, D. (2013). Higher-moment stochastic discount factor specifications and the cross-section of asset returns. (Thesis). Dublin City University. Retrieved from http://doras.dcu.ie/19377/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Dengli. “Higher-moment stochastic discount factor specifications and the cross-section of asset returns.” 2013. Thesis, Dublin City University. Accessed December 12, 2019. http://doras.dcu.ie/19377/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Dengli. “Higher-moment stochastic discount factor specifications and the cross-section of asset returns.” 2013. Web. 12 Dec 2019.

Vancouver:

Wang D. Higher-moment stochastic discount factor specifications and the cross-section of asset returns. [Internet] [Thesis]. Dublin City University; 2013. [cited 2019 Dec 12]. Available from: http://doras.dcu.ie/19377/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang D. Higher-moment stochastic discount factor specifications and the cross-section of asset returns. [Thesis]. Dublin City University; 2013. Available from: http://doras.dcu.ie/19377/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Illinois – Urbana-Champaign

9. Noland, Kevin L. Returns to farm real estate: analysis of an Illinois farmland portfolio.

Degree: MS, 0176, 2010, University of Illinois – Urbana-Champaign

 Previous research on returns to farmland derived data from aggregate U.S. or regional sources. A distinction of this document is that an actual portfolio of… (more)

Subjects/Keywords: Farmland returns; Optimal portfolios; Farmland analysis; Capital asset pricing model (CAPM)

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Noland, K. L. (2010). Returns to farm real estate: analysis of an Illinois farmland portfolio. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/15986

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Noland, Kevin L. “Returns to farm real estate: analysis of an Illinois farmland portfolio.” 2010. Thesis, University of Illinois – Urbana-Champaign. Accessed December 12, 2019. http://hdl.handle.net/2142/15986.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Noland, Kevin L. “Returns to farm real estate: analysis of an Illinois farmland portfolio.” 2010. Web. 12 Dec 2019.

Vancouver:

Noland KL. Returns to farm real estate: analysis of an Illinois farmland portfolio. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2010. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/2142/15986.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Noland KL. Returns to farm real estate: analysis of an Illinois farmland portfolio. [Thesis]. University of Illinois – Urbana-Champaign; 2010. Available from: http://hdl.handle.net/2142/15986

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifícia Universidade Católica de São Paulo

10. Adriano Mussa. A adição do fator de risco momento ao modelo dos três fatores de Fama &French, aplicado ao mercado acionário brasileiro.

Degree: 2007, Pontifícia Universidade Católica de São Paulo

O objetivo da presente dissertação é investigar a validade do modelo de precificação de ativos dos quatro fatores, no mercado acionário brasileiro. Este modelo é… (more)

Subjects/Keywords: Tree-factor pricing model; Anomalias; Anomalies; CAPM; Four-factor pricing model; Modelos dos quatro fatores; Modelo dos três fatores; CAPM; Momento; Momentum; Modelo de precificacao de bens de capital; ADMINISTRACAO

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mussa, A. (2007). A adição do fator de risco momento ao modelo dos três fatores de Fama &French, aplicado ao mercado acionário brasileiro. (Thesis). Pontifícia Universidade Católica de São Paulo. Retrieved from http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=5637

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mussa, Adriano. “A adição do fator de risco momento ao modelo dos três fatores de Fama &French, aplicado ao mercado acionário brasileiro.” 2007. Thesis, Pontifícia Universidade Católica de São Paulo. Accessed December 12, 2019. http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=5637.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mussa, Adriano. “A adição do fator de risco momento ao modelo dos três fatores de Fama &French, aplicado ao mercado acionário brasileiro.” 2007. Web. 12 Dec 2019.

Vancouver:

Mussa A. A adição do fator de risco momento ao modelo dos três fatores de Fama &French, aplicado ao mercado acionário brasileiro. [Internet] [Thesis]. Pontifícia Universidade Católica de São Paulo; 2007. [cited 2019 Dec 12]. Available from: http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=5637.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mussa A. A adição do fator de risco momento ao modelo dos três fatores de Fama &French, aplicado ao mercado acionário brasileiro. [Thesis]. Pontifícia Universidade Católica de São Paulo; 2007. Available from: http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=5637

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Presbiteriana Mackenzie

11. Peterson Nery Laurindo. Um teste empírico sobre o preço das ações da Bovespa ao redor dos anúncios das demonstrações financeiras trimestrais.

Degree: 2010, Universidade Presbiteriana Mackenzie

 Esta pesquisa visou testar empiricamente a eficiência do mercado acionário brasileiro representado pela carteira da Bovespa Bolsa de Valores de São Paulo em um período… (more)

Subjects/Keywords: CAPM (Capital Asset Pricing Model); quarterly financial statements; CIENCIAS CONTABEIS; retorno anormal; demonstrações financeiras trimestrais; CAPM (Capital Asset Pricing Model); abnormal return

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Laurindo, P. N. (2010). Um teste empírico sobre o preço das ações da Bovespa ao redor dos anúncios das demonstrações financeiras trimestrais. (Thesis). Universidade Presbiteriana Mackenzie. Retrieved from http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=1855

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Laurindo, Peterson Nery. “Um teste empírico sobre o preço das ações da Bovespa ao redor dos anúncios das demonstrações financeiras trimestrais.” 2010. Thesis, Universidade Presbiteriana Mackenzie. Accessed December 12, 2019. http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=1855.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Laurindo, Peterson Nery. “Um teste empírico sobre o preço das ações da Bovespa ao redor dos anúncios das demonstrações financeiras trimestrais.” 2010. Web. 12 Dec 2019.

Vancouver:

Laurindo PN. Um teste empírico sobre o preço das ações da Bovespa ao redor dos anúncios das demonstrações financeiras trimestrais. [Internet] [Thesis]. Universidade Presbiteriana Mackenzie; 2010. [cited 2019 Dec 12]. Available from: http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=1855.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Laurindo PN. Um teste empírico sobre o preço das ações da Bovespa ao redor dos anúncios das demonstrações financeiras trimestrais. [Thesis]. Universidade Presbiteriana Mackenzie; 2010. Available from: http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=1855

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

12. Hlavenka, Dušan. Technická analýza .

Degree: 2014, Brno University of Technology

 Bakalářská práce se zaměřuje na problematiku využívání statistických veličin v ekonomické oblasti se zaměřením na finanční trh České republiky. Konkrétně se práce věnuje emisím, které… (more)

Subjects/Keywords: Finanční trh; portfolio; technická analýza; akcie; výnosnost; riziko; CAPM model; Burza cenných papírů Praha; Financial market; Portfolio; Technical Analysis; Stocks; Profitability; Risk; CAPM model; The Prague Stock Exchange

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hlavenka, D. (2014). Technická analýza . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/27598

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hlavenka, Dušan. “Technická analýza .” 2014. Thesis, Brno University of Technology. Accessed December 12, 2019. http://hdl.handle.net/11012/27598.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hlavenka, Dušan. “Technická analýza .” 2014. Web. 12 Dec 2019.

Vancouver:

Hlavenka D. Technická analýza . [Internet] [Thesis]. Brno University of Technology; 2014. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/11012/27598.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hlavenka D. Technická analýza . [Thesis]. Brno University of Technology; 2014. Available from: http://hdl.handle.net/11012/27598

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

13. Hlavenka, Dušan. Analýza ekonomických ukazatelů pomocí statistických metod .

Degree: 2014, Brno University of Technology

 Bakalářská práce se zaměřuje na problematiku využívání statistických modelů v rámci ekonomických ukazatelů se zaměřením na finanční trh České republiky. Konkrétně se práce věnuje nejlikvidnějšímu… (more)

Subjects/Keywords: Finanční trh; portfolio; akcie; výnosnost; střední hodnota; riziko; CAPM model; Burza cenných papírů Praha; Financial market; portfolio; stock; rate of profit; mean value; risk; CAPM model; Prague Stock Exchange

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hlavenka, D. (2014). Analýza ekonomických ukazatelů pomocí statistických metod . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/71440

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hlavenka, Dušan. “Analýza ekonomických ukazatelů pomocí statistických metod .” 2014. Thesis, Brno University of Technology. Accessed December 12, 2019. http://hdl.handle.net/11012/71440.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hlavenka, Dušan. “Analýza ekonomických ukazatelů pomocí statistických metod .” 2014. Web. 12 Dec 2019.

Vancouver:

Hlavenka D. Analýza ekonomických ukazatelů pomocí statistických metod . [Internet] [Thesis]. Brno University of Technology; 2014. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/11012/71440.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hlavenka D. Analýza ekonomických ukazatelů pomocí statistických metod . [Thesis]. Brno University of Technology; 2014. Available from: http://hdl.handle.net/11012/71440

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Georgia Tech

14. Selik, Michael Andrew. Analysis of four alternative energy mutual funds.

Degree: MS, Economics, 2010, Georgia Tech

 We analyze four alternative energy mutual funds using a multi-factor capital asset pricing model with generalized autoregressive conditionally heteroskedastic errors (CAPM-GARCH). Our findings will help… (more)

Subjects/Keywords: CAPM; GARCH; Alternative energy; Mutual funds; Investments; Capital assets pricing model; Portfolio management

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APA (6th Edition):

Selik, M. A. (2010). Analysis of four alternative energy mutual funds. (Masters Thesis). Georgia Tech. Retrieved from http://hdl.handle.net/1853/37236

Chicago Manual of Style (16th Edition):

Selik, Michael Andrew. “Analysis of four alternative energy mutual funds.” 2010. Masters Thesis, Georgia Tech. Accessed December 12, 2019. http://hdl.handle.net/1853/37236.

MLA Handbook (7th Edition):

Selik, Michael Andrew. “Analysis of four alternative energy mutual funds.” 2010. Web. 12 Dec 2019.

Vancouver:

Selik MA. Analysis of four alternative energy mutual funds. [Internet] [Masters thesis]. Georgia Tech; 2010. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/1853/37236.

Council of Science Editors:

Selik MA. Analysis of four alternative energy mutual funds. [Masters Thesis]. Georgia Tech; 2010. Available from: http://hdl.handle.net/1853/37236

15. Ράπτη, Αικατερίνη. Υπόδειγμα αποτίμησης περιουσιακών στοιχείων και οικονομική κρίση.

Degree: 2015, University of Patras

Στην παρούσα εργασία περιγράφεται η έννοια του CAPM, πρόκειται για ένα υπόδειγμα αποτίμησης μετοχών. Σκοπός της μελέτης αυτής είναι να παρουσιάσουμε τα βασικά χαρακτηριστικά του… (more)

Subjects/Keywords: Υπόδειγμα αποτίμησης περιουσιακών στοιχείων; Τιμολόγηση αξιογράφων; Κίνδυνος; 332.6; Capital asset pricing model (CAPM)

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APA (6th Edition):

Ράπτη, . (2015). Υπόδειγμα αποτίμησης περιουσιακών στοιχείων και οικονομική κρίση. (Masters Thesis). University of Patras. Retrieved from http://hdl.handle.net/10889/8738

Chicago Manual of Style (16th Edition):

Ράπτη, Αικατερίνη. “Υπόδειγμα αποτίμησης περιουσιακών στοιχείων και οικονομική κρίση.” 2015. Masters Thesis, University of Patras. Accessed December 12, 2019. http://hdl.handle.net/10889/8738.

MLA Handbook (7th Edition):

Ράπτη, Αικατερίνη. “Υπόδειγμα αποτίμησης περιουσιακών στοιχείων και οικονομική κρίση.” 2015. Web. 12 Dec 2019.

Vancouver:

Ράπτη . Υπόδειγμα αποτίμησης περιουσιακών στοιχείων και οικονομική κρίση. [Internet] [Masters thesis]. University of Patras; 2015. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/10889/8738.

Council of Science Editors:

Ράπτη . Υπόδειγμα αποτίμησης περιουσιακών στοιχείων και οικονομική κρίση. [Masters Thesis]. University of Patras; 2015. Available from: http://hdl.handle.net/10889/8738

16. Miao, Dingquan. Empirical Researches of the Capital Asset Pricing Model and the Fama-French Three-factor Model on the U.S. Stock Market.

Degree: Society and Engineering, 2013, Mälardalen University

  The aim of this paper is to use the US stock market index to construct different portfolios and test the possible differences in the… (more)

Subjects/Keywords: expected return and risk; single-factor CAPM; Fama-French three-factor model; OLS regression

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APA (6th Edition):

Miao, D. (2013). Empirical Researches of the Capital Asset Pricing Model and the Fama-French Three-factor Model on the U.S. Stock Market. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-19273

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Miao, Dingquan. “Empirical Researches of the Capital Asset Pricing Model and the Fama-French Three-factor Model on the U.S. Stock Market.” 2013. Thesis, Mälardalen University. Accessed December 12, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-19273.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Miao, Dingquan. “Empirical Researches of the Capital Asset Pricing Model and the Fama-French Three-factor Model on the U.S. Stock Market.” 2013. Web. 12 Dec 2019.

Vancouver:

Miao D. Empirical Researches of the Capital Asset Pricing Model and the Fama-French Three-factor Model on the U.S. Stock Market. [Internet] [Thesis]. Mälardalen University; 2013. [cited 2019 Dec 12]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-19273.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Miao D. Empirical Researches of the Capital Asset Pricing Model and the Fama-French Three-factor Model on the U.S. Stock Market. [Thesis]. Mälardalen University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-19273

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

17. Björketun, Linus; Öhlund, Jakob Bohm. Diskonteringsräntan vid nedskrivningsprövning av goodwill, Stockholmsbörsens svarta får? : En studie av svenska noterade företags diskonteringsräntor med hjälp av CAPM och trefaktormodellen.

Degree: Business Studies, 2011, Uppsala University

  År 2005 införde Europeiska unionen en förordning som innebär att alla svenska börsnoterade företag måste nedskrivningspröva sin goodwill istället för att som tidigare göra… (more)

Subjects/Keywords: Capital asset pricing model; CAPM; Diskonteringsränta; Goodwill; Opportunism; Nedskrivningsprövning; Trefaktormodellen.; Business studies; Företagsekonomi

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APA (6th Edition):

Björketun, Linus; Öhlund, J. B. (2011). Diskonteringsräntan vid nedskrivningsprövning av goodwill, Stockholmsbörsens svarta får? : En studie av svenska noterade företags diskonteringsräntor med hjälp av CAPM och trefaktormodellen. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-156661

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Björketun, Linus; Öhlund, Jakob Bohm. “Diskonteringsräntan vid nedskrivningsprövning av goodwill, Stockholmsbörsens svarta får? : En studie av svenska noterade företags diskonteringsräntor med hjälp av CAPM och trefaktormodellen.” 2011. Thesis, Uppsala University. Accessed December 12, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-156661.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Björketun, Linus; Öhlund, Jakob Bohm. “Diskonteringsräntan vid nedskrivningsprövning av goodwill, Stockholmsbörsens svarta får? : En studie av svenska noterade företags diskonteringsräntor med hjälp av CAPM och trefaktormodellen.” 2011. Web. 12 Dec 2019.

Vancouver:

Björketun, Linus; Öhlund JB. Diskonteringsräntan vid nedskrivningsprövning av goodwill, Stockholmsbörsens svarta får? : En studie av svenska noterade företags diskonteringsräntor med hjälp av CAPM och trefaktormodellen. [Internet] [Thesis]. Uppsala University; 2011. [cited 2019 Dec 12]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-156661.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Björketun, Linus; Öhlund JB. Diskonteringsräntan vid nedskrivningsprövning av goodwill, Stockholmsbörsens svarta får? : En studie av svenska noterade företags diskonteringsräntor med hjälp av CAPM och trefaktormodellen. [Thesis]. Uppsala University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-156661

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Iowa

18. Cederburg, Scott Hogeland. Essays in cross-sectional asset pricing.

Degree: PhD, Business Administration, 2011, University of Iowa

  In this dissertation, I study the performance of asset-pricing models in explaining the cross section of expected stock returns. The finance literature has uncovered… (more)

Subjects/Keywords: Asset Pricing; CAPM; Factor Model; Intertemporal Risk; Long-Run Risk; Business Administration, Management, and Operations

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APA (6th Edition):

Cederburg, S. H. (2011). Essays in cross-sectional asset pricing. (Doctoral Dissertation). University of Iowa. Retrieved from https://ir.uiowa.edu/etd/934

Chicago Manual of Style (16th Edition):

Cederburg, Scott Hogeland. “Essays in cross-sectional asset pricing.” 2011. Doctoral Dissertation, University of Iowa. Accessed December 12, 2019. https://ir.uiowa.edu/etd/934.

MLA Handbook (7th Edition):

Cederburg, Scott Hogeland. “Essays in cross-sectional asset pricing.” 2011. Web. 12 Dec 2019.

Vancouver:

Cederburg SH. Essays in cross-sectional asset pricing. [Internet] [Doctoral dissertation]. University of Iowa; 2011. [cited 2019 Dec 12]. Available from: https://ir.uiowa.edu/etd/934.

Council of Science Editors:

Cederburg SH. Essays in cross-sectional asset pricing. [Doctoral Dissertation]. University of Iowa; 2011. Available from: https://ir.uiowa.edu/etd/934

19. Salmasi, Silvia Vidal. Governança corporativa e custo de capital próprio no Brasil.

Degree: Mestrado, Administração, 2007, University of São Paulo

Os mecanismos de proteção aos acionistas e credores surgiram prometendo às empresas que realizam investimentos em governança corporativa obter valorização da organização. Isto se daria… (more)

Subjects/Keywords: Capm; CAPM; Corporate governance; Cost of capital; Cost of equity capital; Custo de capital; Custo de capital próprio; Governança corporativa; Modelo de três fatores; Three factor model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Salmasi, S. V. (2007). Governança corporativa e custo de capital próprio no Brasil. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12139/tde-29012008-121536/ ;

Chicago Manual of Style (16th Edition):

Salmasi, Silvia Vidal. “Governança corporativa e custo de capital próprio no Brasil.” 2007. Masters Thesis, University of São Paulo. Accessed December 12, 2019. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-29012008-121536/ ;.

MLA Handbook (7th Edition):

Salmasi, Silvia Vidal. “Governança corporativa e custo de capital próprio no Brasil.” 2007. Web. 12 Dec 2019.

Vancouver:

Salmasi SV. Governança corporativa e custo de capital próprio no Brasil. [Internet] [Masters thesis]. University of São Paulo; 2007. [cited 2019 Dec 12]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12139/tde-29012008-121536/ ;.

Council of Science Editors:

Salmasi SV. Governança corporativa e custo de capital próprio no Brasil. [Masters Thesis]. University of São Paulo; 2007. Available from: http://www.teses.usp.br/teses/disponiveis/12/12139/tde-29012008-121536/ ;

20. SERGIO LUIZ NASCIMENTO. CARTEIRAS DE INVESTIMENTOS UMA APLICAÇÃO A PARTIR DO MODELO ELTON-GRUBER.

Degree: 2011, Universidade Metodista de São Paulo

Atualmente, nota-se uma intensa movimentação de capitais financeiros, seja por conta de fusões e incorporações de empresas, seja pela expansão natural do próprio capitalismo, levando… (more)

Subjects/Keywords: ADMINISTRACAO; CAPM - Mercado Acionário - Modelo de Elton e Gruber - Coeficiente beta - Perfis de Investidores; CAPM - Stock Market - Model Elton and Gruber - beta coefficient - Profiles of Investors

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APA (6th Edition):

NASCIMENTO, S. L. (2011). CARTEIRAS DE INVESTIMENTOS UMA APLICAÇÃO A PARTIR DO MODELO ELTON-GRUBER. (Thesis). Universidade Metodista de São Paulo. Retrieved from http://ibict.metodista.br/tedeSimplificado/tde_busca/arquivo.php?codArquivo=3035

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

NASCIMENTO, SERGIO LUIZ. “CARTEIRAS DE INVESTIMENTOS UMA APLICAÇÃO A PARTIR DO MODELO ELTON-GRUBER.” 2011. Thesis, Universidade Metodista de São Paulo. Accessed December 12, 2019. http://ibict.metodista.br/tedeSimplificado/tde_busca/arquivo.php?codArquivo=3035.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

NASCIMENTO, SERGIO LUIZ. “CARTEIRAS DE INVESTIMENTOS UMA APLICAÇÃO A PARTIR DO MODELO ELTON-GRUBER.” 2011. Web. 12 Dec 2019.

Vancouver:

NASCIMENTO SL. CARTEIRAS DE INVESTIMENTOS UMA APLICAÇÃO A PARTIR DO MODELO ELTON-GRUBER. [Internet] [Thesis]. Universidade Metodista de São Paulo; 2011. [cited 2019 Dec 12]. Available from: http://ibict.metodista.br/tedeSimplificado/tde_busca/arquivo.php?codArquivo=3035.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

NASCIMENTO SL. CARTEIRAS DE INVESTIMENTOS UMA APLICAÇÃO A PARTIR DO MODELO ELTON-GRUBER. [Thesis]. Universidade Metodista de São Paulo; 2011. Available from: http://ibict.metodista.br/tedeSimplificado/tde_busca/arquivo.php?codArquivo=3035

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Curtin University of Technology

21. Zhuang, Yuchen. Risk, return and market condition: a new functional-beta capital asset pricing model .

Degree: 2009, Curtin University of Technology

 In this research, we will focus on investigating the relationship between risk and return. We will propose a new model which leads to a more… (more)

Subjects/Keywords: financial systems; market investors; investment/management decision making; capital asset pricing model (CAPM); financial risk managers; market volatility; functional-beta single-index CAPM; risk and return

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APA (6th Edition):

Zhuang, Y. (2009). Risk, return and market condition: a new functional-beta capital asset pricing model . (Thesis). Curtin University of Technology. Retrieved from http://hdl.handle.net/20.500.11937/78

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhuang, Yuchen. “Risk, return and market condition: a new functional-beta capital asset pricing model .” 2009. Thesis, Curtin University of Technology. Accessed December 12, 2019. http://hdl.handle.net/20.500.11937/78.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhuang, Yuchen. “Risk, return and market condition: a new functional-beta capital asset pricing model .” 2009. Web. 12 Dec 2019.

Vancouver:

Zhuang Y. Risk, return and market condition: a new functional-beta capital asset pricing model . [Internet] [Thesis]. Curtin University of Technology; 2009. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/20.500.11937/78.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhuang Y. Risk, return and market condition: a new functional-beta capital asset pricing model . [Thesis]. Curtin University of Technology; 2009. Available from: http://hdl.handle.net/20.500.11937/78

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

22. Ondrušová, Denisa. Technická analýza .

Degree: 2012, Brno University of Technology

 Diplomová práce je zaměřena na vytvoření aplikace, která navrhuje optimální portfolio z akcií SPAD Burzy cenných papírů Praha. Tato aplikace je založena na modelu CAPM,… (more)

Subjects/Keywords: Technická analýza; optimalizace portfolio; model CAPM; beta koeficient; alfa koeficient; index PX.; Technical Analysis; portfolio optimization; CAPM; beta coefficient; alfa; coefficient; the Index PX.

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APA (6th Edition):

Ondrušová, D. (2012). Technická analýza . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/16687

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ondrušová, Denisa. “Technická analýza .” 2012. Thesis, Brno University of Technology. Accessed December 12, 2019. http://hdl.handle.net/11012/16687.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ondrušová, Denisa. “Technická analýza .” 2012. Web. 12 Dec 2019.

Vancouver:

Ondrušová D. Technická analýza . [Internet] [Thesis]. Brno University of Technology; 2012. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/11012/16687.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ondrušová D. Technická analýza . [Thesis]. Brno University of Technology; 2012. Available from: http://hdl.handle.net/11012/16687

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of KwaZulu-Natal

23. Charteris, Ailie. Explaining the cross-section of share returns in South Africa using macroeconomic factor models.

Degree: 2016, University of KwaZulu-Natal

 Understanding asset prices is critical for the decision-making of many; from professional and individual investors, who seek to earn the highest possible return from their… (more)

Subjects/Keywords: Theses - Economics and Finance.; Share returns.; Asset pricing.; Macroeconomics.; Consumption-based capital asset pricing model (CAPM)

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APA (6th Edition):

Charteris, A. (2016). Explaining the cross-section of share returns in South Africa using macroeconomic factor models. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/15792

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Charteris, Ailie. “Explaining the cross-section of share returns in South Africa using macroeconomic factor models.” 2016. Thesis, University of KwaZulu-Natal. Accessed December 12, 2019. http://hdl.handle.net/10413/15792.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Charteris, Ailie. “Explaining the cross-section of share returns in South Africa using macroeconomic factor models.” 2016. Web. 12 Dec 2019.

Vancouver:

Charteris A. Explaining the cross-section of share returns in South Africa using macroeconomic factor models. [Internet] [Thesis]. University of KwaZulu-Natal; 2016. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/10413/15792.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Charteris A. Explaining the cross-section of share returns in South Africa using macroeconomic factor models. [Thesis]. University of KwaZulu-Natal; 2016. Available from: http://hdl.handle.net/10413/15792

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

24. João Henrique Marioto dos Santos. Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula.

Degree: 2014, Universidade Católica de Brasilia

Tradicionalmente os ativos são avaliados utilizando o famoso CAPM clássico de Sharpe (1964) e Lintner (1965), o qual rendeu a Sharpe o Prêmio Nobel, em… (more)

Subjects/Keywords: economia; finanças; investimentos análise; capital assets pricing model; dependência assimétrica; ECONOMIA; CAPM; asymmetric dependence; copula; ECONOMIA

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Santos, J. H. M. d. (2014). Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula. (Masters Thesis). Universidade Católica de Brasilia. Retrieved from http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2201

Chicago Manual of Style (16th Edition):

Santos, João Henrique Marioto dos. “Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula.” 2014. Masters Thesis, Universidade Católica de Brasilia. Accessed December 12, 2019. http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2201.

MLA Handbook (7th Edition):

Santos, João Henrique Marioto dos. “Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula.” 2014. Web. 12 Dec 2019.

Vancouver:

Santos JHMd. Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula. [Internet] [Masters thesis]. Universidade Católica de Brasilia; 2014. [cited 2019 Dec 12]. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2201.

Council of Science Editors:

Santos JHMd. Estimando CAPM assimétrico para o mercado acionário brasileiro usando CVINE cópula. [Masters Thesis]. Universidade Católica de Brasilia; 2014. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2201

25. André Ricardo de Pinho Ronzani. Estimação do CAPM com aprendizado utilizando filtro de Kalman e aplicação ao cálculo do valor em risco.

Degree: 2014, Universidade Católica de Brasilia

O presente trabalho apresenta uma adequação do modelo de CAPM condicional com aprendizado proposto por Adrian and Franzoni (2009) à realidade brasileira, fazendo uma análise… (more)

Subjects/Keywords: economia; kalman, filtragem de; capital assets pricing model; ECONOMIA; Kalman filter; CAPM; dynamic models; VaR; ECONOMIA

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ronzani, A. R. d. P. (2014). Estimação do CAPM com aprendizado utilizando filtro de Kalman e aplicação ao cálculo do valor em risco. (Masters Thesis). Universidade Católica de Brasilia. Retrieved from http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2209

Chicago Manual of Style (16th Edition):

Ronzani, André Ricardo de Pinho. “Estimação do CAPM com aprendizado utilizando filtro de Kalman e aplicação ao cálculo do valor em risco.” 2014. Masters Thesis, Universidade Católica de Brasilia. Accessed December 12, 2019. http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2209.

MLA Handbook (7th Edition):

Ronzani, André Ricardo de Pinho. “Estimação do CAPM com aprendizado utilizando filtro de Kalman e aplicação ao cálculo do valor em risco.” 2014. Web. 12 Dec 2019.

Vancouver:

Ronzani ARdP. Estimação do CAPM com aprendizado utilizando filtro de Kalman e aplicação ao cálculo do valor em risco. [Internet] [Masters thesis]. Universidade Católica de Brasilia; 2014. [cited 2019 Dec 12]. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2209.

Council of Science Editors:

Ronzani ARdP. Estimação do CAPM com aprendizado utilizando filtro de Kalman e aplicação ao cálculo do valor em risco. [Masters Thesis]. Universidade Católica de Brasilia; 2014. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=2209

26. Χαρίση, Ελένη. Έλεγχος αποτελεσματικότητας υποδείγματος αποτίμησης περιουσιακών στοιχείων (C.A.P.M.) πριν και μετά την κρίση.

Degree: 2014, University of Patras

Η εργασία έχει ως σκοπό την παρουσίαση του Υποδείγματος Αποτίμησης Περιουσιακών Στοιχείων Capital Asset Pricing Model, CAPM, καθώς και να αξιολογήσει την αποτελεσματικότητά του όταν… (more)

Subjects/Keywords: Υπόδειγμα Αποτίμησης Κεφαλαιακών Στοιχείων (ΥΑΚΣ); Συντελεστής Βήτα; Κίνδυνος; Απόδοση; 332.632 22; Capital Asset Pricing Model (CAPM); Beta coefficient; Risk; Return

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Χαρίση, . (2014). Έλεγχος αποτελεσματικότητας υποδείγματος αποτίμησης περιουσιακών στοιχείων (C.A.P.M.) πριν και μετά την κρίση. (Masters Thesis). University of Patras. Retrieved from http://hdl.handle.net/10889/7840

Chicago Manual of Style (16th Edition):

Χαρίση, Ελένη. “Έλεγχος αποτελεσματικότητας υποδείγματος αποτίμησης περιουσιακών στοιχείων (C.A.P.M.) πριν και μετά την κρίση.” 2014. Masters Thesis, University of Patras. Accessed December 12, 2019. http://hdl.handle.net/10889/7840.

MLA Handbook (7th Edition):

Χαρίση, Ελένη. “Έλεγχος αποτελεσματικότητας υποδείγματος αποτίμησης περιουσιακών στοιχείων (C.A.P.M.) πριν και μετά την κρίση.” 2014. Web. 12 Dec 2019.

Vancouver:

Χαρίση . Έλεγχος αποτελεσματικότητας υποδείγματος αποτίμησης περιουσιακών στοιχείων (C.A.P.M.) πριν και μετά την κρίση. [Internet] [Masters thesis]. University of Patras; 2014. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/10889/7840.

Council of Science Editors:

Χαρίση . Έλεγχος αποτελεσματικότητας υποδείγματος αποτίμησης περιουσιακών στοιχείων (C.A.P.M.) πριν και μετά την κρίση. [Masters Thesis]. University of Patras; 2014. Available from: http://hdl.handle.net/10889/7840

27. Yilmaz, Emre. Hitting a BRIC Wall : MIST countries becoming the new BRICs?.

Degree: Social Sciences, 2012, Södertörn University

  The purpose of this study is to examine a completely new phenomenon called the MIST, by two portfolios: the Goldman Sachs Next 11 equity… (more)

Subjects/Keywords: Efficient Market Hypothesis; The Random Walk Theory; Portfolio Theory; Capital Asset Pricing Model (CAPM); BRIC; Next 11; MIST; Risk; Return; Growth.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yilmaz, E. (2012). Hitting a BRIC Wall : MIST countries becoming the new BRICs?. (Thesis). Södertörn University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-18374

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yilmaz, Emre. “Hitting a BRIC Wall : MIST countries becoming the new BRICs?.” 2012. Thesis, Södertörn University. Accessed December 12, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-18374.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yilmaz, Emre. “Hitting a BRIC Wall : MIST countries becoming the new BRICs?.” 2012. Web. 12 Dec 2019.

Vancouver:

Yilmaz E. Hitting a BRIC Wall : MIST countries becoming the new BRICs?. [Internet] [Thesis]. Södertörn University; 2012. [cited 2019 Dec 12]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-18374.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yilmaz E. Hitting a BRIC Wall : MIST countries becoming the new BRICs?. [Thesis]. Södertörn University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-18374

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

28. Lemos, Teresa Maria Matos. Consistência entre modelos de equilíbrio dos mercados financeiros e modelos de avaliação de opções.

Degree: 2007, RCAAP

A presente dissertação incidiu sobre as taxas de rendibilidade semanais das opções sobre o Índice S&P 500, tendo-se verificado que as calls apresentaram rendibilidades superiores… (more)

Subjects/Keywords: Modelo de Merton; CAPM; Straddles; Volatilidade; Merton model; Volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lemos, T. M. M. (2007). Consistência entre modelos de equilíbrio dos mercados financeiros e modelos de avaliação de opções. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/1378

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lemos, Teresa Maria Matos. “Consistência entre modelos de equilíbrio dos mercados financeiros e modelos de avaliação de opções.” 2007. Thesis, RCAAP. Accessed December 12, 2019. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/1378.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lemos, Teresa Maria Matos. “Consistência entre modelos de equilíbrio dos mercados financeiros e modelos de avaliação de opções.” 2007. Web. 12 Dec 2019.

Vancouver:

Lemos TMM. Consistência entre modelos de equilíbrio dos mercados financeiros e modelos de avaliação de opções. [Internet] [Thesis]. RCAAP; 2007. [cited 2019 Dec 12]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/1378.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lemos TMM. Consistência entre modelos de equilíbrio dos mercados financeiros e modelos de avaliação de opções. [Thesis]. RCAAP; 2007. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/1378

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Karlstad University

29. Rehnby, Nicklas. Does the Fama-French three-factor model and Carhart four-factor model explain portfolio returns better than CAPM? : - A study performed on the Swedish stock market.

Degree: Karlstad Business School, 2016, Karlstad University

  This essay will compare the capital asset pricing model (CAPM), Fama and French threefactor model and Carhart´s four-factor model, to see which of these… (more)

Subjects/Keywords: Fama and French three-factor model; Carhart´s four-factor model; Capital Asset Pricing Model (CAPM); portfolio returns; excess returns; Swedish stock market

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Rehnby, N. (2016). Does the Fama-French three-factor model and Carhart four-factor model explain portfolio returns better than CAPM? : - A study performed on the Swedish stock market. (Thesis). Karlstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-43784

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rehnby, Nicklas. “Does the Fama-French three-factor model and Carhart four-factor model explain portfolio returns better than CAPM? : - A study performed on the Swedish stock market.” 2016. Thesis, Karlstad University. Accessed December 12, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-43784.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rehnby, Nicklas. “Does the Fama-French three-factor model and Carhart four-factor model explain portfolio returns better than CAPM? : - A study performed on the Swedish stock market.” 2016. Web. 12 Dec 2019.

Vancouver:

Rehnby N. Does the Fama-French three-factor model and Carhart four-factor model explain portfolio returns better than CAPM? : - A study performed on the Swedish stock market. [Internet] [Thesis]. Karlstad University; 2016. [cited 2019 Dec 12]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-43784.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rehnby N. Does the Fama-French three-factor model and Carhart four-factor model explain portfolio returns better than CAPM? : - A study performed on the Swedish stock market. [Thesis]. Karlstad University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kau:diva-43784

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Virginia Tech

30. Michaelides, Michael. Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets.

Degree: PhD, Economics, Science, 2017, Virginia Tech

 The primary objective of this dissertation is to revisit the CAPM and the Fama-French multi-factor models with a view to evaluate the validity of the… (more)

Subjects/Keywords: CAPM; Fama-French three-factor model; Fama-French five-factor model; factor selection; t-heterogeneity; Gram-Schmidt; orthonormal polynomials; statistical adequacy; misspecification testing; Student's t; volatility modeling

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Michaelides, M. (2017). Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/77515

Chicago Manual of Style (16th Edition):

Michaelides, Michael. “Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets.” 2017. Doctoral Dissertation, Virginia Tech. Accessed December 12, 2019. http://hdl.handle.net/10919/77515.

MLA Handbook (7th Edition):

Michaelides, Michael. “Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets.” 2017. Web. 12 Dec 2019.

Vancouver:

Michaelides M. Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets. [Internet] [Doctoral dissertation]. Virginia Tech; 2017. [cited 2019 Dec 12]. Available from: http://hdl.handle.net/10919/77515.

Council of Science Editors:

Michaelides M. Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets. [Doctoral Dissertation]. Virginia Tech; 2017. Available from: http://hdl.handle.net/10919/77515

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