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You searched for subject:(Capital assets pricing model ). Showing records 1 – 30 of 55610 total matches.

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Nelson Mandela Metropolitan University

1. Janse Van Rensburg, S. Modelling of size-based portfolios using a mixture of normal distributions.

Degree: MComm, Faculty of Science, 2009, Nelson Mandela Metropolitan University

 From option pricing using the Black and Scholes model, to determining the signi cance of regression coe cients in a capital asset pricing model (CAPM),… (more)

Subjects/Keywords: Capital assets pricing model

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APA (6th Edition):

Janse Van Rensburg, S. (2009). Modelling of size-based portfolios using a mixture of normal distributions. (Masters Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/985

Chicago Manual of Style (16th Edition):

Janse Van Rensburg, S. “Modelling of size-based portfolios using a mixture of normal distributions.” 2009. Masters Thesis, Nelson Mandela Metropolitan University. Accessed September 19, 2019. http://hdl.handle.net/10948/985.

MLA Handbook (7th Edition):

Janse Van Rensburg, S. “Modelling of size-based portfolios using a mixture of normal distributions.” 2009. Web. 19 Sep 2019.

Vancouver:

Janse Van Rensburg S. Modelling of size-based portfolios using a mixture of normal distributions. [Internet] [Masters thesis]. Nelson Mandela Metropolitan University; 2009. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/10948/985.

Council of Science Editors:

Janse Van Rensburg S. Modelling of size-based portfolios using a mixture of normal distributions. [Masters Thesis]. Nelson Mandela Metropolitan University; 2009. Available from: http://hdl.handle.net/10948/985


University of Hong Kong

2. Luo, Dan. Two essays on asset pricing.

Degree: PhD, 2012, University of Hong Kong

This thesis centers around the pricing and risk-return tradeoff of credit and equity derivatives. The first essay studies the pricing in the CDS Index (CDX)… (more)

Subjects/Keywords: Capital assets pricing model.

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APA (6th Edition):

Luo, D. (2012). Two essays on asset pricing. (Doctoral Dissertation). University of Hong Kong. Retrieved from Luo, D. [罗丹]. (2012). Two essays on asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819935 ; http://dx.doi.org/10.5353/th_b4819935 ; http://hdl.handle.net/10722/167211

Chicago Manual of Style (16th Edition):

Luo, Dan. “Two essays on asset pricing.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed September 19, 2019. Luo, D. [罗丹]. (2012). Two essays on asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819935 ; http://dx.doi.org/10.5353/th_b4819935 ; http://hdl.handle.net/10722/167211.

MLA Handbook (7th Edition):

Luo, Dan. “Two essays on asset pricing.” 2012. Web. 19 Sep 2019.

Vancouver:

Luo D. Two essays on asset pricing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2019 Sep 19]. Available from: Luo, D. [罗丹]. (2012). Two essays on asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819935 ; http://dx.doi.org/10.5353/th_b4819935 ; http://hdl.handle.net/10722/167211.

Council of Science Editors:

Luo D. Two essays on asset pricing. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Luo, D. [罗丹]. (2012). Two essays on asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819935 ; http://dx.doi.org/10.5353/th_b4819935 ; http://hdl.handle.net/10722/167211

3. Sakouvogui, Kekoura. Robust Capital Asset Pricing Model Estimation through Cross-Validation.

Degree: MS, Agribusiness and Applied Economics, 2018, North Dakota State University

 Limitations of Capital Asset Pricing Model (CAPM) continue to present inconsistent em- pirical results despite its rm mathematical foundations provided in recent studies. In this… (more)

Subjects/Keywords: Capital assets pricing model.

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APA (6th Edition):

Sakouvogui, K. (2018). Robust Capital Asset Pricing Model Estimation through Cross-Validation. (Masters Thesis). North Dakota State University. Retrieved from http://hdl.handle.net/10365/29019

Chicago Manual of Style (16th Edition):

Sakouvogui, Kekoura. “Robust Capital Asset Pricing Model Estimation through Cross-Validation.” 2018. Masters Thesis, North Dakota State University. Accessed September 19, 2019. http://hdl.handle.net/10365/29019.

MLA Handbook (7th Edition):

Sakouvogui, Kekoura. “Robust Capital Asset Pricing Model Estimation through Cross-Validation.” 2018. Web. 19 Sep 2019.

Vancouver:

Sakouvogui K. Robust Capital Asset Pricing Model Estimation through Cross-Validation. [Internet] [Masters thesis]. North Dakota State University; 2018. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/10365/29019.

Council of Science Editors:

Sakouvogui K. Robust Capital Asset Pricing Model Estimation through Cross-Validation. [Masters Thesis]. North Dakota State University; 2018. Available from: http://hdl.handle.net/10365/29019


University of KwaZulu-Natal

4. [No author]. The international capital asset pricing model : empirical evidence for South Africa.

Degree: Accounting, 2011, University of KwaZulu-Natal

 An integral component of all corporations‘ financial operations is the determination of the cost of equity of the firm. This input is required in many… (more)

Subjects/Keywords: Capital assets pricing model.; Capital – Accounting.; Accounting.

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APA (6th Edition):

author], [. (2011). The international capital asset pricing model : empirical evidence for South Africa. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/8269

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):

author], [No. “The international capital asset pricing model : empirical evidence for South Africa. ” 2011. Thesis, University of KwaZulu-Natal. Accessed September 19, 2019. http://hdl.handle.net/10413/8269.

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

MLA Handbook (7th Edition):

author], [No. “The international capital asset pricing model : empirical evidence for South Africa. ” 2011. Web. 19 Sep 2019.

Vancouver:

author] [. The international capital asset pricing model : empirical evidence for South Africa. [Internet] [Thesis]. University of KwaZulu-Natal; 2011. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/10413/8269.

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

Council of Science Editors:

author] [. The international capital asset pricing model : empirical evidence for South Africa. [Thesis]. University of KwaZulu-Natal; 2011. Available from: http://hdl.handle.net/10413/8269

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


Massey University

5. Bai, Min. Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand .

Degree: 2013, Massey University

 Short-selling is a strategy in which an investor sells a security that he/she does not own in order to make profits from a falling price.… (more)

Subjects/Keywords: Short selling; Capital assets pricing model

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APA (6th Edition):

Bai, M. (2013). Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand . (Thesis). Massey University. Retrieved from http://hdl.handle.net/10179/4893

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):

Bai, Min. “Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand .” 2013. Thesis, Massey University. Accessed September 19, 2019. http://hdl.handle.net/10179/4893.

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

MLA Handbook (7th Edition):

Bai, Min. “Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand .” 2013. Web. 19 Sep 2019.

Vancouver:

Bai M. Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand . [Internet] [Thesis]. Massey University; 2013. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/10179/4893.

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

Council of Science Editors:

Bai M. Short-selling constraints and assets pricing : a dissertation submitted in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, School of Economics and Finance, College of Business, Massey University, New Zealand . [Thesis]. Massey University; 2013. Available from: http://hdl.handle.net/10179/4893

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


Rutgers University

6. Gorman, Michael. Essays on measuring asset pricing anomalies.

Degree: PhD, Management, 2016, Rutgers University

Traditional methods of measuring asset pricing anomalies have historically relied on full sample tests of static parameters. With the increase of computational power and data… (more)

Subjects/Keywords: Capital assets pricing model; Assets (Accounting) – Prices – Forecasting

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APA (6th Edition):

Gorman, M. (2016). Essays on measuring asset pricing anomalies. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/50520/

Chicago Manual of Style (16th Edition):

Gorman, Michael. “Essays on measuring asset pricing anomalies.” 2016. Doctoral Dissertation, Rutgers University. Accessed September 19, 2019. https://rucore.libraries.rutgers.edu/rutgers-lib/50520/.

MLA Handbook (7th Edition):

Gorman, Michael. “Essays on measuring asset pricing anomalies.” 2016. Web. 19 Sep 2019.

Vancouver:

Gorman M. Essays on measuring asset pricing anomalies. [Internet] [Doctoral dissertation]. Rutgers University; 2016. [cited 2019 Sep 19]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50520/.

Council of Science Editors:

Gorman M. Essays on measuring asset pricing anomalies. [Doctoral Dissertation]. Rutgers University; 2016. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50520/


University of Technology, Sydney

7. Shi, L. Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs.

Degree: 2010, University of Technology, Sydney

 The representative agent paradigm with homogeneous expectations has been the dominant framework for the development of theories in portfolio analysis, equilibrium asset pricing and derivative… (more)

Subjects/Keywords: Capital assets pricing model.; Asset pricing.; Portfolio anlaysis.

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APA (6th Edition):

Shi, L. (2010). Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs. (Thesis). University of Technology, Sydney. Retrieved from http://hdl.handle.net/10453/20331

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):

Shi, L. “Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs.” 2010. Thesis, University of Technology, Sydney. Accessed September 19, 2019. http://hdl.handle.net/10453/20331.

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

MLA Handbook (7th Edition):

Shi, L. “Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs.” 2010. Web. 19 Sep 2019.

Vancouver:

Shi L. Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs. [Internet] [Thesis]. University of Technology, Sydney; 2010. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/10453/20331.

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

Council of Science Editors:

Shi L. Portfolio analysis and equilibrium asset pricing with heterogeneous beliefs. [Thesis]. University of Technology, Sydney; 2010. Available from: http://hdl.handle.net/10453/20331

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


Stellenbosch University

8. El Ghandour, Laila. Liquidity risk and no arbitrage.

Degree: MSc, Mathematical Sciences, 2013, Stellenbosch University

ENGLISH ABSTRACT: In modern theory of finance, the so-called First and Second Fundamental Theorems of Asset Pricing play an important role in pricing options with… (more)

Subjects/Keywords: Mathematics; Capital assets pricing model; Arbitrage; Pricing; Liquidity (Economics)

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APA (6th Edition):

El Ghandour, L. (2013). Liquidity risk and no arbitrage. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/79975

Chicago Manual of Style (16th Edition):

El Ghandour, Laila. “Liquidity risk and no arbitrage.” 2013. Masters Thesis, Stellenbosch University. Accessed September 19, 2019. http://hdl.handle.net/10019.1/79975.

MLA Handbook (7th Edition):

El Ghandour, Laila. “Liquidity risk and no arbitrage.” 2013. Web. 19 Sep 2019.

Vancouver:

El Ghandour L. Liquidity risk and no arbitrage. [Internet] [Masters thesis]. Stellenbosch University; 2013. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/10019.1/79975.

Council of Science Editors:

El Ghandour L. Liquidity risk and no arbitrage. [Masters Thesis]. Stellenbosch University; 2013. Available from: http://hdl.handle.net/10019.1/79975


University of Johannesburg

9. Smyth, Annette. The role of liquidity as an assumption in the Black and Scholes option pricing model.

Degree: 2014, University of Johannesburg

M.Com. (Finance and Investment Management)

The latest financial crisis that began in 2007 in the USA and spread to Europe, Africa and other continents has… (more)

Subjects/Keywords: Capital assets pricing model; Liquidity (Economics); Assumptions; Black and Scholes Model

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APA (6th Edition):

Smyth, A. (2014). The role of liquidity as an assumption in the Black and Scholes option pricing model. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/9470

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):

Smyth, Annette. “The role of liquidity as an assumption in the Black and Scholes option pricing model.” 2014. Thesis, University of Johannesburg. Accessed September 19, 2019. http://hdl.handle.net/10210/9470.

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

MLA Handbook (7th Edition):

Smyth, Annette. “The role of liquidity as an assumption in the Black and Scholes option pricing model.” 2014. Web. 19 Sep 2019.

Vancouver:

Smyth A. The role of liquidity as an assumption in the Black and Scholes option pricing model. [Internet] [Thesis]. University of Johannesburg; 2014. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/10210/9470.

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

Council of Science Editors:

Smyth A. The role of liquidity as an assumption in the Black and Scholes option pricing model. [Thesis]. University of Johannesburg; 2014. Available from: http://hdl.handle.net/10210/9470

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


Columbia University

10. An, Byeongje. Three Essays on Asset Pricing.

Degree: 2016, Columbia University

 The first essay examines the joint determination of the contract for a private equity (PE) fund manager and the equilibrium risk premium of the PE… (more)

Subjects/Keywords: Finance; Assets (Accounting) – Prices; Capital assets pricing model; Business; Private equity funds

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APA (6th Edition):

An, B. (2016). Three Essays on Asset Pricing. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8C82NV1

Chicago Manual of Style (16th Edition):

An, Byeongje. “Three Essays on Asset Pricing.” 2016. Doctoral Dissertation, Columbia University. Accessed September 19, 2019. https://doi.org/10.7916/D8C82NV1.

MLA Handbook (7th Edition):

An, Byeongje. “Three Essays on Asset Pricing.” 2016. Web. 19 Sep 2019.

Vancouver:

An B. Three Essays on Asset Pricing. [Internet] [Doctoral dissertation]. Columbia University; 2016. [cited 2019 Sep 19]. Available from: https://doi.org/10.7916/D8C82NV1.

Council of Science Editors:

An B. Three Essays on Asset Pricing. [Doctoral Dissertation]. Columbia University; 2016. Available from: https://doi.org/10.7916/D8C82NV1


University of Hong Kong

11. 朱啟祥.; Chu, Kai-cheung. The effects of mean reversion on dynamic corporate finance and asset pricing.

Degree: PhD, 2012, University of Hong Kong

 This thesis aims to investigate the effects of mean reversion on dynamic corporate finance decisions and stock pricing. In Chapter 1, a continuous-time real… (more)

Subjects/Keywords: Corporations - Finance - Mathematical models.; Capital assets pricing model.

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APA (6th Edition):

朱啟祥.; Chu, K. (2012). The effects of mean reversion on dynamic corporate finance and asset pricing. (Doctoral Dissertation). University of Hong Kong. Retrieved from Chu, K. [朱啟祥]. (2012). The effects of mean reversion on dynamic corporate finance and asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4775276 ; http://dx.doi.org/10.5353/th_b4775276 ; http://hdl.handle.net/10722/174456

Chicago Manual of Style (16th Edition):

朱啟祥.; Chu, Kai-cheung. “The effects of mean reversion on dynamic corporate finance and asset pricing.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed September 19, 2019. Chu, K. [朱啟祥]. (2012). The effects of mean reversion on dynamic corporate finance and asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4775276 ; http://dx.doi.org/10.5353/th_b4775276 ; http://hdl.handle.net/10722/174456.

MLA Handbook (7th Edition):

朱啟祥.; Chu, Kai-cheung. “The effects of mean reversion on dynamic corporate finance and asset pricing.” 2012. Web. 19 Sep 2019.

Vancouver:

朱啟祥.; Chu K. The effects of mean reversion on dynamic corporate finance and asset pricing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2019 Sep 19]. Available from: Chu, K. [朱啟祥]. (2012). The effects of mean reversion on dynamic corporate finance and asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4775276 ; http://dx.doi.org/10.5353/th_b4775276 ; http://hdl.handle.net/10722/174456.

Council of Science Editors:

朱啟祥.; Chu K. The effects of mean reversion on dynamic corporate finance and asset pricing. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Chu, K. [朱啟祥]. (2012). The effects of mean reversion on dynamic corporate finance and asset pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4775276 ; http://dx.doi.org/10.5353/th_b4775276 ; http://hdl.handle.net/10722/174456


Hong Kong University of Science and Technology

12. Wang, Baolian. Essays on empirical asset pricing.

Degree: 2014, Hong Kong University of Science and Technology

 This thesis contains two essays: both are on tail events. The first essay is on probability weighting which suggests that people tend to overweight the… (more)

Subjects/Keywords: Capital assets pricing model; Stocks; Prices; Mathematical models

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

APA (6th Edition):

Wang, B. (2014). Essays on empirical asset pricing. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1302278 ; http://repository.ust.hk/ir/bitstream/1783.1-86338/1/th_redirect.html

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, Baolian. “Essays on empirical asset pricing.” 2014. Thesis, Hong Kong University of Science and Technology. Accessed September 19, 2019. https://doi.org/10.14711/thesis-b1302278 ; http://repository.ust.hk/ir/bitstream/1783.1-86338/1/th_redirect.html.

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

MLA Handbook (7th Edition):

Wang, Baolian. “Essays on empirical asset pricing.” 2014. Web. 19 Sep 2019.

Vancouver:

Wang B. Essays on empirical asset pricing. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2014. [cited 2019 Sep 19]. Available from: https://doi.org/10.14711/thesis-b1302278 ; http://repository.ust.hk/ir/bitstream/1783.1-86338/1/th_redirect.html.

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

Council of Science Editors:

Wang B. Essays on empirical asset pricing. [Thesis]. Hong Kong University of Science and Technology; 2014. Available from: https://doi.org/10.14711/thesis-b1302278 ; http://repository.ust.hk/ir/bitstream/1783.1-86338/1/th_redirect.html

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


University of British Columbia

13. Burke, Stephen Dean. Conditional nonlinear asset pricing kernels and the size and book-to-market effects .

Degree: 2002, University of British Columbia

 We develop and test asset pricing model formulations that are simultaneously conditional and nonlinear. Formulations based upon five popular asset pricing models are tested against… (more)

Subjects/Keywords: Capital assets pricing model

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APA (6th Edition):

Burke, S. D. (2002). Conditional nonlinear asset pricing kernels and the size and book-to-market effects . (Thesis). University of British Columbia. Retrieved from http://hdl.handle.net/2429/12968

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):

Burke, Stephen Dean. “Conditional nonlinear asset pricing kernels and the size and book-to-market effects .” 2002. Thesis, University of British Columbia. Accessed September 19, 2019. http://hdl.handle.net/2429/12968.

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

MLA Handbook (7th Edition):

Burke, Stephen Dean. “Conditional nonlinear asset pricing kernels and the size and book-to-market effects .” 2002. Web. 19 Sep 2019.

Vancouver:

Burke SD. Conditional nonlinear asset pricing kernels and the size and book-to-market effects . [Internet] [Thesis]. University of British Columbia; 2002. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/2429/12968.

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

Council of Science Editors:

Burke SD. Conditional nonlinear asset pricing kernels and the size and book-to-market effects . [Thesis]. University of British Columbia; 2002. Available from: http://hdl.handle.net/2429/12968

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


University of British Columbia

14. Smith, Daniel Robert. Essays in empirical asset pricing .

Degree: 2002, University of British Columbia

 This thesis consists of two essays which contribute to different but related aspects of the empirical asset pricing literature. The common theme is that incorrect… (more)

Subjects/Keywords: Capital assets pricing model

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APA (6th Edition):

Smith, D. R. (2002). Essays in empirical asset pricing . (Thesis). University of British Columbia. Retrieved from http://hdl.handle.net/2429/13589

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):

Smith, Daniel Robert. “Essays in empirical asset pricing .” 2002. Thesis, University of British Columbia. Accessed September 19, 2019. http://hdl.handle.net/2429/13589.

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

MLA Handbook (7th Edition):

Smith, Daniel Robert. “Essays in empirical asset pricing .” 2002. Web. 19 Sep 2019.

Vancouver:

Smith DR. Essays in empirical asset pricing . [Internet] [Thesis]. University of British Columbia; 2002. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/2429/13589.

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

Council of Science Editors:

Smith DR. Essays in empirical asset pricing . [Thesis]. University of British Columbia; 2002. Available from: http://hdl.handle.net/2429/13589

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


Simon Fraser University

15. Wheatley, Simon M. Evidence on the stationarity of systematic risk.

Degree: 1979, Simon Fraser University

Subjects/Keywords: Capital assets pricing model.; Risk.

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APA (6th Edition):

Wheatley, S. M. (1979). Evidence on the stationarity of systematic risk. (Thesis). Simon Fraser University. Retrieved from http://summit.sfu.ca/item/3189

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):

Wheatley, Simon M. “Evidence on the stationarity of systematic risk.” 1979. Thesis, Simon Fraser University. Accessed September 19, 2019. http://summit.sfu.ca/item/3189.

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

MLA Handbook (7th Edition):

Wheatley, Simon M. “Evidence on the stationarity of systematic risk.” 1979. Web. 19 Sep 2019.

Vancouver:

Wheatley SM. Evidence on the stationarity of systematic risk. [Internet] [Thesis]. Simon Fraser University; 1979. [cited 2019 Sep 19]. Available from: http://summit.sfu.ca/item/3189.

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

Council of Science Editors:

Wheatley SM. Evidence on the stationarity of systematic risk. [Thesis]. Simon Fraser University; 1979. Available from: http://summit.sfu.ca/item/3189

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


University of Western Australia

16. Limkriangkrai, Manapon. An empirical investigation of asset-pricing models in Australia.

Degree: PhD, 2007, University of Western Australia

[Truncated abstract] This thesis examines competing asset-pricing models in Australia with the goal of establishing the model which best explains cross-sectional stock returns. The research… (more)

Subjects/Keywords: Investments; Finance; Capital assets pricing model; Assets (Accounting); Risk assessment; Portfolio management; Asset pricing; International integration; Three-factor model; Liquidity

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APA (6th Edition):

Limkriangkrai, M. (2007). An empirical investigation of asset-pricing models in Australia. (Doctoral Dissertation). University of Western Australia. Retrieved from http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=9312&local_base=GEN01-INS01

Chicago Manual of Style (16th Edition):

Limkriangkrai, Manapon. “An empirical investigation of asset-pricing models in Australia.” 2007. Doctoral Dissertation, University of Western Australia. Accessed September 19, 2019. http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=9312&local_base=GEN01-INS01.

MLA Handbook (7th Edition):

Limkriangkrai, Manapon. “An empirical investigation of asset-pricing models in Australia.” 2007. Web. 19 Sep 2019.

Vancouver:

Limkriangkrai M. An empirical investigation of asset-pricing models in Australia. [Internet] [Doctoral dissertation]. University of Western Australia; 2007. [cited 2019 Sep 19]. Available from: http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=9312&local_base=GEN01-INS01.

Council of Science Editors:

Limkriangkrai M. An empirical investigation of asset-pricing models in Australia. [Doctoral Dissertation]. University of Western Australia; 2007. Available from: http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=9312&local_base=GEN01-INS01


The Ohio State University

17. Loo, Ching-Hsing Fan. An empirical investigation of the intertemporal capital asset pricing model under expected inflation.

Degree: PhD, Graduate School, 1984, The Ohio State University

Subjects/Keywords: Economics; Capital assets pricing model; Inflation

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APA (6th Edition):

Loo, C. F. (1984). An empirical investigation of the intertemporal capital asset pricing model under expected inflation. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1487256380165477

Chicago Manual of Style (16th Edition):

Loo, Ching-Hsing Fan. “An empirical investigation of the intertemporal capital asset pricing model under expected inflation.” 1984. Doctoral Dissertation, The Ohio State University. Accessed September 19, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487256380165477.

MLA Handbook (7th Edition):

Loo, Ching-Hsing Fan. “An empirical investigation of the intertemporal capital asset pricing model under expected inflation.” 1984. Web. 19 Sep 2019.

Vancouver:

Loo CF. An empirical investigation of the intertemporal capital asset pricing model under expected inflation. [Internet] [Doctoral dissertation]. The Ohio State University; 1984. [cited 2019 Sep 19]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487256380165477.

Council of Science Editors:

Loo CF. An empirical investigation of the intertemporal capital asset pricing model under expected inflation. [Doctoral Dissertation]. The Ohio State University; 1984. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487256380165477


Georgia Tech

18. 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 September 19, 2019. http://hdl.handle.net/1853/37236.

MLA Handbook (7th Edition):

Selik, Michael Andrew. “Analysis of four alternative energy mutual funds.” 2010. Web. 19 Sep 2019.

Vancouver:

Selik MA. Analysis of four alternative energy mutual funds. [Internet] [Masters thesis]. Georgia Tech; 2010. [cited 2019 Sep 19]. 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


University of Hong Kong

19. Zhao, Huimin. Two essays on asset pricing and options market.

Degree: PhD, 2008, University of Hong Kong

published_or_final_version

Economics and Finance

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Zhang, J.

Subjects/Keywords: Capital assets pricing model.; Options (Finance)

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APA (6th Edition):

Zhao, H. (2008). Two essays on asset pricing and options market. (Doctoral Dissertation). University of Hong Kong. Retrieved from Zhao, H. [趙慧敏]. (2008). Two essays on asset pricing and options market. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4150839 ; http://dx.doi.org/10.5353/th_b4150839 ; http://hdl.handle.net/10722/54511

Chicago Manual of Style (16th Edition):

Zhao, Huimin. “Two essays on asset pricing and options market.” 2008. Doctoral Dissertation, University of Hong Kong. Accessed September 19, 2019. Zhao, H. [趙慧敏]. (2008). Two essays on asset pricing and options market. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4150839 ; http://dx.doi.org/10.5353/th_b4150839 ; http://hdl.handle.net/10722/54511.

MLA Handbook (7th Edition):

Zhao, Huimin. “Two essays on asset pricing and options market.” 2008. Web. 19 Sep 2019.

Vancouver:

Zhao H. Two essays on asset pricing and options market. [Internet] [Doctoral dissertation]. University of Hong Kong; 2008. [cited 2019 Sep 19]. Available from: Zhao, H. [趙慧敏]. (2008). Two essays on asset pricing and options market. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4150839 ; http://dx.doi.org/10.5353/th_b4150839 ; http://hdl.handle.net/10722/54511.

Council of Science Editors:

Zhao H. Two essays on asset pricing and options market. [Doctoral Dissertation]. University of Hong Kong; 2008. Available from: Zhao, H. [趙慧敏]. (2008). Two essays on asset pricing and options market. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4150839 ; http://dx.doi.org/10.5353/th_b4150839 ; http://hdl.handle.net/10722/54511


University of Hong Kong

20. 付君; Fu, Jun. Asset pricing, hedging and portfolio optimization.

Degree: PhD, 2012, University of Hong Kong

 Starting from the most famous Black-Scholes model for the underlying asset price, there has been a large variety of extensions made in recent decades. One… (more)

Subjects/Keywords: Capital assets pricing model.; Hedging (Finance) - Mathematical models.; Portfolio management - Mathematical models.

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APA (6th Edition):

付君; Fu, J. (2012). Asset pricing, hedging and portfolio optimization. (Doctoral Dissertation). University of Hong Kong. Retrieved from Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210

Chicago Manual of Style (16th Edition):

付君; Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed September 19, 2019. Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210.

MLA Handbook (7th Edition):

付君; Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Web. 19 Sep 2019.

Vancouver:

付君; Fu J. Asset pricing, hedging and portfolio optimization. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2019 Sep 19]. Available from: Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210.

Council of Science Editors:

付君; Fu J. Asset pricing, hedging and portfolio optimization. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210


University of the Western Cape

21. Malefo, Boikanyo Kenneth. Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry .

Degree: 2015, University of the Western Cape

 Motivated by the growing attraction of the mutual fund industries across the world, this research seeks to explore the economic benefits contributed by the South… (more)

Subjects/Keywords: Capital assets pricing model; Mutual funds; Arbitrage; Exchange traded funds; Unit Trust Managers; South Africa

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APA (6th Edition):

Malefo, B. K. (2015). Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/4957

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):

Malefo, Boikanyo Kenneth. “Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry .” 2015. Thesis, University of the Western Cape. Accessed September 19, 2019. http://hdl.handle.net/11394/4957.

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

MLA Handbook (7th Edition):

Malefo, Boikanyo Kenneth. “Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry .” 2015. Web. 19 Sep 2019.

Vancouver:

Malefo BK. Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry . [Internet] [Thesis]. University of the Western Cape; 2015. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/11394/4957.

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

Council of Science Editors:

Malefo BK. Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry . [Thesis]. University of the Western Cape; 2015. Available from: http://hdl.handle.net/11394/4957

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


University of New South Wales

22. Hamada, Mahmoud. Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions.

Degree: Actuarial Studies, 2001, University of New South Wales

 This dissertation consist of three contributions to financial and insurance mathematics.The first part considers numerical methods for dynamic portfolio optimisation in the expected utility model.… (more)

Subjects/Keywords: Portfolio management; Capital assets pricing model

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APA (6th Edition):

Hamada, M. (2001). Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/18232 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:492/SOURCE02?view=true

Chicago Manual of Style (16th Edition):

Hamada, Mahmoud. “Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions.” 2001. Doctoral Dissertation, University of New South Wales. Accessed September 19, 2019. http://handle.unsw.edu.au/1959.4/18232 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:492/SOURCE02?view=true.

MLA Handbook (7th Edition):

Hamada, Mahmoud. “Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions.” 2001. Web. 19 Sep 2019.

Vancouver:

Hamada M. Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions. [Internet] [Doctoral dissertation]. University of New South Wales; 2001. [cited 2019 Sep 19]. Available from: http://handle.unsw.edu.au/1959.4/18232 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:492/SOURCE02?view=true.

Council of Science Editors:

Hamada M. Dynamic portfolio optimization & asset pricing : Martingale methods and probability distortion functions. [Doctoral Dissertation]. University of New South Wales; 2001. Available from: http://handle.unsw.edu.au/1959.4/18232 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:492/SOURCE02?view=true


University of Alberta

23. Turtle, Harry J. Asset pricing models with time varying moments.

Degree: PhD, Faculty of Business, 1991, University of Alberta

Subjects/Keywords: Assets (Accounting) – Mathematical models.; Capital assets pricing model.

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APA (6th Edition):

Turtle, H. J. (1991). Asset pricing models with time varying moments. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/pz50gz11v

Chicago Manual of Style (16th Edition):

Turtle, Harry J. “Asset pricing models with time varying moments.” 1991. Doctoral Dissertation, University of Alberta. Accessed September 19, 2019. https://era.library.ualberta.ca/files/pz50gz11v.

MLA Handbook (7th Edition):

Turtle, Harry J. “Asset pricing models with time varying moments.” 1991. Web. 19 Sep 2019.

Vancouver:

Turtle HJ. Asset pricing models with time varying moments. [Internet] [Doctoral dissertation]. University of Alberta; 1991. [cited 2019 Sep 19]. Available from: https://era.library.ualberta.ca/files/pz50gz11v.

Council of Science Editors:

Turtle HJ. Asset pricing models with time varying moments. [Doctoral Dissertation]. University of Alberta; 1991. Available from: https://era.library.ualberta.ca/files/pz50gz11v


University of Manchester

24. Abduvaliyev, Davlatbek. Organisation capital empirical construct in the UK : methodology, validity, value relevance and pricing.

Degree: PhD, 2014, University of Manchester

 The existing literature proposes a broad spectrum of methodologies to measure firm's superior operating capabilities, referring to them under different names such as 'knowledge assets',… (more)

Subjects/Keywords: value relevance; pricing; knowledge assets; organisation capital; intellectual capital; intangible assets

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APA (6th Edition):

Abduvaliyev, D. (2014). Organisation capital empirical construct in the UK : methodology, validity, value relevance and pricing. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/organisation-capital-empirical-construct-in-the-uk-methodology-validity-value-relevance-and-pricing(eb025e50-6ef5-4a14-9120-02e3592482a6).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764311

Chicago Manual of Style (16th Edition):

Abduvaliyev, Davlatbek. “Organisation capital empirical construct in the UK : methodology, validity, value relevance and pricing.” 2014. Doctoral Dissertation, University of Manchester. Accessed September 19, 2019. https://www.research.manchester.ac.uk/portal/en/theses/organisation-capital-empirical-construct-in-the-uk-methodology-validity-value-relevance-and-pricing(eb025e50-6ef5-4a14-9120-02e3592482a6).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764311.

MLA Handbook (7th Edition):

Abduvaliyev, Davlatbek. “Organisation capital empirical construct in the UK : methodology, validity, value relevance and pricing.” 2014. Web. 19 Sep 2019.

Vancouver:

Abduvaliyev D. Organisation capital empirical construct in the UK : methodology, validity, value relevance and pricing. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2019 Sep 19]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/organisation-capital-empirical-construct-in-the-uk-methodology-validity-value-relevance-and-pricing(eb025e50-6ef5-4a14-9120-02e3592482a6).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764311.

Council of Science Editors:

Abduvaliyev D. Organisation capital empirical construct in the UK : methodology, validity, value relevance and pricing. [Doctoral Dissertation]. University of Manchester; 2014. Available from: https://www.research.manchester.ac.uk/portal/en/theses/organisation-capital-empirical-construct-in-the-uk-methodology-validity-value-relevance-and-pricing(eb025e50-6ef5-4a14-9120-02e3592482a6).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.764311


University of Manchester

25. Abduvaliyev, Davlatbek Ulugbek. Organisation Capital Empirical Construct in the UK: Methodology, Validity, Value Relevance and Pricing.

Degree: 2014, University of Manchester

 The existing literature proposes a broad spectrum of methodologies to measure firm’s superior operating capabilities, referring to them under different names such as ‘knowledge assets’,… (more)

Subjects/Keywords: organisation capital; intellectual capital; intangible assets; knowledge assets; value relevance; pricing

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APA (6th Edition):

Abduvaliyev, D. U. (2014). Organisation Capital Empirical Construct in the UK: Methodology, Validity, Value Relevance and Pricing. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:227923

Chicago Manual of Style (16th Edition):

Abduvaliyev, Davlatbek Ulugbek. “Organisation Capital Empirical Construct in the UK: Methodology, Validity, Value Relevance and Pricing.” 2014. Doctoral Dissertation, University of Manchester. Accessed September 19, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:227923.

MLA Handbook (7th Edition):

Abduvaliyev, Davlatbek Ulugbek. “Organisation Capital Empirical Construct in the UK: Methodology, Validity, Value Relevance and Pricing.” 2014. Web. 19 Sep 2019.

Vancouver:

Abduvaliyev DU. Organisation Capital Empirical Construct in the UK: Methodology, Validity, Value Relevance and Pricing. [Internet] [Doctoral dissertation]. University of Manchester; 2014. [cited 2019 Sep 19]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:227923.

Council of Science Editors:

Abduvaliyev DU. Organisation Capital Empirical Construct in the UK: Methodology, Validity, Value Relevance and Pricing. [Doctoral Dissertation]. University of Manchester; 2014. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:227923


University of KwaZulu-Natal

26. [No author]. The applicability of the risk-free rate proxy in South Africa : a zero-beta approach.

Degree: Economics, 2009, University of KwaZulu-Natal

Subjects/Keywords: Capital assets pricing model.; Capital budget.; Economics.

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APA (6th Edition):

author], [. (2009). The applicability of the risk-free rate proxy in South Africa : a zero-beta approach. (Thesis). University of KwaZulu-Natal. Retrieved from http://hdl.handle.net/10413/780

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):

author], [No. “The applicability of the risk-free rate proxy in South Africa : a zero-beta approach. ” 2009. Thesis, University of KwaZulu-Natal. Accessed September 19, 2019. http://hdl.handle.net/10413/780.

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

MLA Handbook (7th Edition):

author], [No. “The applicability of the risk-free rate proxy in South Africa : a zero-beta approach. ” 2009. Web. 19 Sep 2019.

Vancouver:

author] [. The applicability of the risk-free rate proxy in South Africa : a zero-beta approach. [Internet] [Thesis]. University of KwaZulu-Natal; 2009. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/10413/780.

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

Council of Science Editors:

author] [. The applicability of the risk-free rate proxy in South Africa : a zero-beta approach. [Thesis]. University of KwaZulu-Natal; 2009. Available from: http://hdl.handle.net/10413/780

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


Rhodes University

27. Sabilika, Keith. Valuation of banks in emerging markets : an exploratory study.

Degree: M.Com., Faculty of Commerce, Management, 2014, Rhodes University

 Practitioners and academics in emerging markets are yet to agree on how best they can value companies in emerging markets. In contrast, academics and practitioners… (more)

Subjects/Keywords: Banks and banking  – Valuation; Banks and banking  – Valuation  – Developing countries; Discounted cash flow; Capital assets pricing model; Capital  – Developing countries

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APA (6th Edition):

Sabilika, K. (2014). Valuation of banks in emerging markets : an exploratory study. (Masters Thesis). Rhodes University. Retrieved from http://hdl.handle.net/10962/d1013057

Chicago Manual of Style (16th Edition):

Sabilika, Keith. “Valuation of banks in emerging markets : an exploratory study.” 2014. Masters Thesis, Rhodes University. Accessed September 19, 2019. http://hdl.handle.net/10962/d1013057.

MLA Handbook (7th Edition):

Sabilika, Keith. “Valuation of banks in emerging markets : an exploratory study.” 2014. Web. 19 Sep 2019.

Vancouver:

Sabilika K. Valuation of banks in emerging markets : an exploratory study. [Internet] [Masters thesis]. Rhodes University; 2014. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/10962/d1013057.

Council of Science Editors:

Sabilika K. Valuation of banks in emerging markets : an exploratory study. [Masters Thesis]. Rhodes University; 2014. Available from: http://hdl.handle.net/10962/d1013057


University of Arizona

28. LEGGETT, DAVID NEAL. INCOME TAXES AND CAPITAL ASSET PRICING THEORY: SOME EMPIRICAL EVIDENCE.

Degree: 1985, University of Arizona

Capital asset pricing theory assumes a no-tax, after-tax efficiency equivalence; ie., that the efficient information produced in a no-tax analysis is equivalent to that which… (more)

Subjects/Keywords: Capital assets pricing model.; Capital gains tax.; Investments  – Taxation.

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APA (6th Edition):

LEGGETT, D. N. (1985). INCOME TAXES AND CAPITAL ASSET PRICING THEORY: SOME EMPIRICAL EVIDENCE. (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/187910

Chicago Manual of Style (16th Edition):

LEGGETT, DAVID NEAL. “INCOME TAXES AND CAPITAL ASSET PRICING THEORY: SOME EMPIRICAL EVIDENCE. ” 1985. Doctoral Dissertation, University of Arizona. Accessed September 19, 2019. http://hdl.handle.net/10150/187910.

MLA Handbook (7th Edition):

LEGGETT, DAVID NEAL. “INCOME TAXES AND CAPITAL ASSET PRICING THEORY: SOME EMPIRICAL EVIDENCE. ” 1985. Web. 19 Sep 2019.

Vancouver:

LEGGETT DN. INCOME TAXES AND CAPITAL ASSET PRICING THEORY: SOME EMPIRICAL EVIDENCE. [Internet] [Doctoral dissertation]. University of Arizona; 1985. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/10150/187910.

Council of Science Editors:

LEGGETT DN. INCOME TAXES AND CAPITAL ASSET PRICING THEORY: SOME EMPIRICAL EVIDENCE. [Doctoral Dissertation]. University of Arizona; 1985. Available from: http://hdl.handle.net/10150/187910

29. Vogel, John Robert. Essays on Empirical Asset Pricing.

Degree: 2014, Drexel University

 This dissertation includes three essays of empirical asset pricing. In the first essay, The Value/Growth Anomaly and Hard to Value Firms, I show that combining… (more)

Subjects/Keywords: Finance; Assets (Accounting); Pricing – Econometric models; Capital assets pricing model

…effect is a robust finding. A key question in asset pricing is whether the higher average… …conclusions. Hypothesis Development A key question in asset pricing is whether the spread between… …returns. Their methodology involves estimating a dynamic logit model with both accounting and… …predictive information in the Campbell, Hilscher, and Szilagyi model, which is shown to predict… …a static model to calculate the probability of bankruptcy. This is computed using… 

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

APA (6th Edition):

Vogel, J. R. (2014). Essays on Empirical Asset Pricing. (Thesis). Drexel University. Retrieved from http://hdl.handle.net/1860/4440

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):

Vogel, John Robert. “Essays on Empirical Asset Pricing.” 2014. Thesis, Drexel University. Accessed September 19, 2019. http://hdl.handle.net/1860/4440.

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

MLA Handbook (7th Edition):

Vogel, John Robert. “Essays on Empirical Asset Pricing.” 2014. Web. 19 Sep 2019.

Vancouver:

Vogel JR. Essays on Empirical Asset Pricing. [Internet] [Thesis]. Drexel University; 2014. [cited 2019 Sep 19]. Available from: http://hdl.handle.net/1860/4440.

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

Council of Science Editors:

Vogel JR. Essays on Empirical Asset Pricing. [Thesis]. Drexel University; 2014. Available from: http://hdl.handle.net/1860/4440

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


The Ohio State University

30. Koehl, Dorothy Steward. A model of a regulated firm in a capital asset pricing model world.

Degree: PhD, Graduate School, 1978, The Ohio State University

Subjects/Keywords: Economics; Capital assets pricing model; Public utilities

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

APA (6th Edition):

Koehl, D. S. (1978). A model of a regulated firm in a capital asset pricing model world. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1487083152950938

Chicago Manual of Style (16th Edition):

Koehl, Dorothy Steward. “A model of a regulated firm in a capital asset pricing model world.” 1978. Doctoral Dissertation, The Ohio State University. Accessed September 19, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487083152950938.

MLA Handbook (7th Edition):

Koehl, Dorothy Steward. “A model of a regulated firm in a capital asset pricing model world.” 1978. Web. 19 Sep 2019.

Vancouver:

Koehl DS. A model of a regulated firm in a capital asset pricing model world. [Internet] [Doctoral dissertation]. The Ohio State University; 1978. [cited 2019 Sep 19]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487083152950938.

Council of Science Editors:

Koehl DS. A model of a regulated firm in a capital asset pricing model world. [Doctoral Dissertation]. The Ohio State University; 1978. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1487083152950938

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