that the company tend to face higher risk, as JPFA find itself with positif return 15.47% expected return. And companies … sensitive to market changes. It is recommended for further research to look on this CAPM method in analyzing the stock …

. It suggest a microeconometric method for measuring flooding related risk preferences of affectedindividuals. The method …-experimental approach to measure differences in the risk attitudes of farmers located in highflooding risk areas versus farmers located in … low flooding risk areas is followed. Changes in flooding risk relatedbehaviour over time is analysed and marginal effects …

the complete risk management process. An Example from a mechanical engineering company is used for the final validation of …

-Walrasian disequilibrium approach and describe optimizing agents. These agents use chance constraints which depict a Cash Flow at Risk approach …

size and book-to-market ratio in Chapter 3. This is a cross-sectional test of the conditional CAPM. The models examined …-factor asset pricing models. Models tested are the CAPM, the Fama-French three-factor model and a four-factor model including the … coefficients of coskewness and cokurtosis have the correct sign as predicted by the higher-moment CAPM theory but only cokurtosis …

kernel that depends on returns, as in the CAPM or the APT, can accurately price assets. In this sense, theory based on …

basic firm’s stock market model and a modified Capital Assets Pricing Model (CAPM). The explanatory variables include risk … factors, non risk stock characteristics, and corporate environmental policy, conduct and performance. This study uses Newsweek …’s 2009 Green Ranking scores. The results show that risk factors, non-risk stock characteristics, and environmental scores …

The traditional literature on the CAPM assumes that investor's tax payments simply vanish from the model. This … interest rate rf = 0 will not affect prices if taxes are introduced. We show that this result can be extended to the CAPM if …

investigate the ability of additional risk factors, which are not considered by the CAPM, to explain these problems. In particular … returns. The finance literature has uncovered several potential failings of the Capital Asset Pricing Model (CAPM). I …, I examine intertemporal risk and long-run risk in the cross section of returns. In addition, I develop a firm-level test …

asset pricing model (CAPM) including size premiums and a time-varying parameter model for the North African emerging markets …