result from classical CAPM to the case with multiperiod planning horizons by proving that under homogeneous beliefs …

In this study, variance changing to the scale and multi-scale Capital Asset Pricing Model (CAPM) is tested by Wavelets … a general risk indicator, and to multi-scale CAPM portfolio theory as a systematic risk indicator. In the study …). In multi-scale CAPM, it is determined that systematic risk of all stocks is changed to frequency (scale) and increased at …

We recast the capital asset pricing model (CAPM) in the broader context of general equilibrium with incomplete markets … (GEI). In this setting we give proofs of three properties of CAPM equilibria: they are efficient, asset prices lie on a … depend on covariances, not variances. We extend CAPM to many consumption goods in such a way that all three properties hold …

adherence. Estimation of a CAPM model, using the differential between peripheral country rates and UK rates augmented by a list …

public finance and corporate finance in CAPM, dividend discount model, project valuation, calculating NPV, valuing income …