Search Results

There are 14101 results for: content related to: The CAPM : Theoretical Validity, Empirical Intractability and Practical Applications

  1. β

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 24–31, Karen Benson and Robert Faff

    Version of Record online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00380.x

  2. Death Where is Thy Sting? A Response to Dempsey's Despatching of the CAPM

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 69–72, Graham Partington

    Version of Record online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00386.x

  3. The Capital Asset Pricing Model (CAPM): The History of a Failed Revolutionary Idea in Finance?

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 7–23, Mike Dempsey

    Version of Record online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00379.x

  4. Why the CAPM is Half-Right and Everything Else is Wrong

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 73–78, Tom Smith and Kathleen Walsh

    Version of Record online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00387.x

  5. The CAPM: A Case of Elegance is for Tailors?

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 82–87, Mike Dempsey

    Version of Record online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00389.x

  6. The Capital Asset Pricing Model (CAPM): The History of a Failed Revolutionary Idea in Finance? Comments and Extensions

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 62–68, Imad A. Moosa

    Version of Record online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00385.x

  7. The CAPM is Alive and Well: A Review and Synthesis

    European Financial Management

    Volume 16, Issue 1, January 2010, Pages: 43–71, Haim Levy

    Version of Record online : 7 DEC 2009, DOI: 10.1111/j.1468-036X.2009.00530.x

  8. Two Paradigms and Nobel Prizes in Economics: a Contradiction or Coexistence?

    European Financial Management

    Volume 18, Issue 2, March 2012, Pages: 163–182, Haim Levy, Enrico G. De Giorgi and Thorsten Hens

    Version of Record online : 25 AUG 2011, DOI: 10.1111/j.1468-036X.2011.00617.x

  9. NONNESTED PROCEDURES IN ECONOMETRIC TESTS OF ASSET PRICING THEORIES

    Journal of Financial Research

    Volume 23, Issue 1, Spring 2000, Pages: 103–128, Elyas Elyasiani and Alireza Nasseh

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2000.tb00812.x

  10. Risk Interpretation of the CAPM's Beta: Evidence from a New Research Method

    Abacus

    Volume 50, Issue 2, June 2014, Pages: 203–226, Pawel Bilinski and Danielle Lyssimachou

    Version of Record online : 3 JUN 2014, DOI: 10.1111/abac.12028

  11. The Failure of the Capital Asset Pricing Model (CAPM): An Update and Discussion

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 36–43, Graham Bornholt

    Version of Record online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00382.x

  12. The Capital Asset Pricing Model: A Revolutionary Idea in Finance!

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 32–35, Henk Berkman

    Version of Record online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00381.x

  13. Estimating the Cost of Equity for Property-Liability Insurance Companies

    Journal of Risk and Insurance

    Volume 75, Issue 1, March 2008, Pages: 101–124, Min-Ming Wen, Anna D Martin, Gene Lai and Thomas J. O'Brien

    Version of Record online : 5 MAR 2008, DOI: 10.1111/j.1539-6975.2007.00250.x

  14. Consequences of the Capital Asset Pricing Model (CAPM)—a Critical and Broad Perspective

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 51–61, Charlie X. Cai, Iain Clacher and Kevin Keasey

    Version of Record online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00384.x

  15. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  16. The Value Premium and the CAPM

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2163–2185, EUGENE F. FAMA and KENNETH R. FRENCH

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01054.x

  17. Asset Pricing of Insurance Loss Liabilities: Some Examples

    Financial Markets, Institutions & Instruments

    Volume 13, Issue 4, October 2004, Pages: 147–172, by Thomas J. O'Brien

    Version of Record online : 6 OCT 2004, DOI: 10.1111/j.0963-8008.2004.00075.x

  18. Extending the capital asset pricing model: the reward beta approach

    Accounting & Finance

    Volume 47, Issue 1, March 2007, Pages: 69–83, Graham Bornholt

    Version of Record online : 27 FEB 2007, DOI: 10.1111/j.1467-629X.2007.00202.x

  19. How Relevant Is the Capital Asset Pricing Model (CAPM) for Tests of Market Efficiency on the Nigerian Stock Exchange?

    African Development Review

    Volume 27, Issue 3, September/Septembre 2015, Pages: 262–273, Oghenovo A. Obrimah, Jacob Alabi and Blessing Ugo-Harry

    Version of Record online : 17 SEP 2015, DOI: 10.1111/1467-8268.12145

  20. Comments and Perspectives on ‘The Capital Asset Pricing Model’

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 79–81, Avanidhar Subrahmanyam

    Version of Record online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00388.x