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Is the CAPM dead or alive in the Brazilian market?
Yoshino, Joe Akira; Santos, Edson Bastos e - In: Review of applied economics 12 (2016) 1/2, pp. 127-142
Persistent link: https://www.econbiz.de/10011672514
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The smallest stocks are not just smaller : global evidence
Moor, Lieven de; Sercu, Piet - In: The European journal of finance 21 (2015) 1/3, pp. 51-70
Persistent link: https://www.econbiz.de/10010519976
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Gene Fama’s Impact : a quantitative analysis
Schwert, George William; Stulz, René M. - 2014
This paper provides a quantitative perspective on Gene Fama's influence on the scholarly community. He has more than …,792. Gene Fama has published highly-cited papers in six decades. His most impactful theoretical work took place earlier than his … most impactful empirical work. While Gene Fama's most impactful empirical asset pricing work was published in the Journal …
Persistent link: https://www.econbiz.de/10010483663
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Mandelbrot, Fama and the emergence of econophysics
Salazar, Boris - In: Cuadernos de economía 35 (2016) 69, pp. 637-662
Persistent link: https://www.econbiz.de/10011649334
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VN-Krisenmanagement in Mali : warum MINUSMA noch ein Jahr bleiben sollte
Tull, Denis - Stiftung Wissenschaft und Politik - 2023
Friedensicherung durch die Vereinten Nationen hat in Mali keine Zukunft. Für die seit 2013 bestehende Mission MINUSMA sind die politischen Rahmenbedingungen schlechter als je zuvor. Sie hat nicht die uneingeschränkte Unterstützung des VN-Sicherheitsrats und noch weniger die der malischen...
Persistent link: https://www.econbiz.de/10014235134
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Efficient market theorists in the early nineteenth century : the Earl of Lauderdale (1759-1839) and Yamagata Bantō (1748-1821)
Takatsuki, Yasuo; Hisamatsu, Taro - 2022
Persistent link: https://www.econbiz.de/10013531073
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Pattern classification on specifics of public sector investments and budgeting principles
Bernat, Lukáš; Michlová, Radka; Mitwallyová, Helena - In: International journal of economic sciences : IJoES 12 (2023) 1, pp. 32-54
Persistent link: https://www.econbiz.de/10014288304
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Conditional certainty equivalent
Frittelli, Marco; Maggis, Marco - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 41-59
Persistent link: https://www.econbiz.de/10008908394
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The cross-section of positively weighted portfolios
Niedermayer, Daniel (contributor);  … - 2007
This paper examines properties of mean-variance inefficient proxies with respect to producing a linear relation between expected returns and betas. The numerical results of a Monte Carlo simulation show that in the CAPM slightly inefficient, positively weighted proxies cause an almost perfect...
Persistent link: https://www.econbiz.de/10003666366
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Default risk and equity returns : a comparison of the bank-based German and the U.S. financial system
Breig, Christoph; Elsas, Ralf - 2009
In this paper, we address the question whether the impact of default risk on equity returns depends on the financial system firms operate in. Using an implementation of Merton's option-pricing model for the value of equity to estimate firms' default risk, we construct a factor that measures the...
Persistent link: https://www.econbiz.de/10003922696