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There are 13091 results for: content related to: The Capital Asset Pricing Model ( CAPM ): The History of a Failed Revolutionary Idea in Finance? Comments and Extensions

  1. 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

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    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

  3. 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

  4. The CAPM: Theoretical Validity, Empirical Intractability and Practical Applications

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 44–50, Philip Brown and Terry Walter

    Version of Record online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00383.x

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. The Efficiency of Performance-Based Fee Funds

    European Financial Management

    Volume 20, Issue 4, September 2014, Pages: 825–855, Ana C. Díaz-Mendoza, Germán López-Espinosa and Miguel A. Martínez

    Version of Record online : 27 JUN 2012, DOI: 10.1111/j.1468-036X.2012.00654.x

  15. A Simple Model Relating Accruals to Risk, and its Implications for the Accrual Anomaly

    Journal of Business Finance & Accounting

    Volume 39, Issue 1-2, January/February 2012, Pages: 35–59, Mozaffar Khan

    Version of Record online : 2 MAR 2012, DOI: 10.1111/j.1468-5957.2011.02275.x

  16. Accounting-based Risk Management and the Capital Asset Pricing Model: An Empirical Comparison

    Australian Accounting Review

    Volume 24, Issue 2, June 2014, Pages: 127–133, Steven Toms

    Version of Record online : 16 JUN 2014, DOI: 10.1111/j.1835-2561.2013.00201.x

  17. When are investment projects in the same risk class?

    Accounting & Finance

    David Johnstone

    Version of Record online : 4 AUG 2015, DOI: 10.1111/acfi.12157

  18. Examination of Conditional Asset Pricing in UK Stock Returns

    Financial Review

    Volume 37, Issue 3, August 2002, Pages: 447–468, Jonathan Fletcher

    Version of Record online : 7 JAN 2003, DOI: 10.1111/0732-8516.00007

  19. Capital gains tax and the capital asset pricing model

    Accounting & Finance

    Volume 43, Issue 2, July 2003, Pages: 187–210, Martin Lally and Tony Van Zijl

    Version of Record online : 28 MAY 2003, DOI: 10.1111/1467-629X.00088

  20. The Cost of Capital for Alternative Investments

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2185–2226, JAKUB W. JUREK and ERIK STAFFORD

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12269