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Testing the capital asset pricing model with Local Maximum Likelihood methods
Mathematical and Computer Modelling
◽
10.1016/j.mcm.2006.12.014
◽
2007
◽
Vol 46
(1-2)
◽
pp. 138-150
◽
Cited By ~ 4
Author(s):
Burç Kayahan
◽
Thanasis Stengos
Keyword(s):
Maximum Likelihood
◽
Asset Pricing
◽
Local Maximum
◽
Capital Asset Pricing
◽
Pricing Model
◽
Capital Asset
◽
Likelihood Methods
◽
Asset Pricing Model
◽
Maximum Likelihood Methods
◽
Local Maximum Likelihood
Download Full-text
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Cited By
References
Testing of Capital Asset Pricing Model with Local Maximum Likelihood Method
International Conference of Computational Methods in Sciences and Engineering 2004 (ICCMSE 2004)
◽
10.1201/9780429081385-246
◽
2019
◽
pp. 974-975
Author(s):
Burç Kayahan
◽
Thanasis Stengos
Keyword(s):
Maximum Likelihood
◽
Asset Pricing
◽
Maximum Likelihood Method
◽
Local Maximum
◽
Likelihood Method
◽
Capital Asset Pricing
◽
Pricing Model
◽
Capital Asset
◽
Asset Pricing Model
◽
Local Maximum Likelihood
Download Full-text
The Capital Asset Pricing Model and Market Microstructure
CFA Digest
◽
10.2469/dig.v29.n4.589
◽
1999
◽
Vol 29
(4)
◽
pp. 96-96
Author(s):
Frank T. Magiera
Keyword(s):
Asset Pricing
◽
Market Microstructure
◽
Capital Asset Pricing Model
◽
Capital Asset Pricing
◽
Pricing Model
◽
Capital Asset
◽
Asset Pricing Model
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Capital Asset Pricing Model und Alternativkalküle
10.1007/978-3-658-12025-2
◽
2016
◽
Author(s):
Raphael Stahl
Keyword(s):
Asset Pricing
◽
Capital Asset Pricing Model
◽
Capital Asset Pricing
◽
Pricing Model
◽
Capital Asset
◽
Asset Pricing Model
Download Full-text
The Capital Asset Pricing Model, A Fundamental Critique
SSRN Electronic Journal
◽
10.2139/ssrn.1612415
◽
2010
◽
Author(s):
Roger Dayala
Keyword(s):
Asset Pricing
◽
Capital Asset Pricing Model
◽
Capital Asset Pricing
◽
Pricing Model
◽
Capital Asset
◽
Asset Pricing Model
Download Full-text
Validity of Non-Standardized Form of Capital Asset Pricing Model in Pakistan
SSRN Electronic Journal
◽
10.2139/ssrn.1867877
◽
2011
◽
Cited By ~ 1
Author(s):
M.Irfan Khan
◽
Sarwat Afzal
Keyword(s):
Asset Pricing
◽
Capital Asset Pricing Model
◽
Capital Asset Pricing
◽
Pricing Model
◽
Capital Asset
◽
Asset Pricing Model
Download Full-text
Stochastic Portfolio Theory vs. Modern Portfolio Theory and the Implications for the Capital Asset Pricing Model
SSRN Electronic Journal
◽
10.2139/ssrn.2226985
◽
2012
◽
Author(s):
Robert Ferguson
Keyword(s):
Asset Pricing
◽
Portfolio Theory
◽
Capital Asset Pricing Model
◽
Capital Asset Pricing
◽
Pricing Model
◽
Capital Asset
◽
Modern Portfolio Theory
◽
Asset Pricing Model
◽
Stochastic Portfolio Theory
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Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds
SSRN Electronic Journal
◽
10.2139/ssrn.477465
◽
2002
◽
Cited By ~ 3
Author(s):
Tom Arild Fearnley
Keyword(s):
Asset Pricing
◽
Capital Asset Pricing Model
◽
Capital Asset Pricing
◽
Pricing Model
◽
International Capital
◽
Capital Asset
◽
Government Bonds
◽
Asset Pricing Model
Download Full-text
The Relationship of Bond Betas to Bond Returns and Agency Ratings with a Test of the Capital Asset Pricing Model
SSRN Electronic Journal
◽
10.2139/ssrn.903304
◽
1976
◽
Author(s):
Michael S. Rozeff
Keyword(s):
Asset Pricing
◽
Capital Asset Pricing Model
◽
Capital Asset Pricing
◽
Pricing Model
◽
Capital Asset
◽
Asset Pricing Model
◽
Bond Returns
◽
Relationship Of
◽
The Relationship
Download Full-text
Multinational Company Registration Country's Control over Overseas Operations——based on Capital Asset Pricing Model
2020 2nd International Conference on Economic Management and Model Engineering (ICEMME)
◽
10.1109/icemme51517.2020.00100
◽
2020
◽
Author(s):
ZHANG KEYI
Keyword(s):
Asset Pricing
◽
Capital Asset Pricing Model
◽
Multinational Company
◽
Capital Asset Pricing
◽
Pricing Model
◽
Capital Asset
◽
Asset Pricing Model
◽
Overseas Operations
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Research on the Relationship between Ownership Structure and Enterprise R&D Investment-based on Capital Asset Pricing Model Taking the Information Technology Industry as an Example
2020 2nd International Conference on Economic Management and Model Engineering (ICEMME)
◽
10.1109/icemme51517.2020.00017
◽
2020
◽
Author(s):
Tang Yu
Keyword(s):
Asset Pricing
◽
Ownership Structure
◽
Capital Asset Pricing
◽
Information Technology Industry
◽
Pricing Model
◽
Capital Asset
◽
Asset Pricing Model
◽
Technology Industry
◽
The Relationship
◽
D Investment
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