A New Asset Pricing Model Based on the Zero-Beta CAPM: Theory and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.2022384 ◽

2012 ◽

Author(s):

Wei Liu ◽

James W. Kolari ◽

Jianhua Z. Huang

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

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Application of Capital Asset Pricing Model Based on the Security Market Line

Adarsh Journal of Management Research ◽

10.21095/ajmr/2012/v5/i1/88259 ◽

2012 ◽

Vol 5 (1) ◽

pp. 17

Author(s):

Ritika Sinha

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Security Market ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

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Multivariate asset‐pricing model based on subordinated stable processes

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.2446 ◽

2019 ◽

Vol 35 (4) ◽

pp. 1060-1076

Author(s):

Vladimir Panov ◽

Evgenii Samarin

Keyword(s):

Asset Pricing ◽

Stable Processes ◽

Pricing Model ◽

Asset Pricing Model ◽

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Behavioral Asset Pricing Model Based on Regret Theory

2012 Fifth International Conference on Business Intelligence and Financial Engineering ◽

10.1109/bife.2012.37 ◽

2012 ◽

Author(s):

Sheng Jiliang

Keyword(s):

Asset Pricing ◽

Regret Theory ◽

Pricing Model ◽

Asset Pricing Model ◽

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A reformulated asset pricing model based on contrarian strategies

Studies in Economics and Finance ◽

10.1108/10867370610711039 ◽

2006 ◽

Vol 23 (3) ◽

pp. 185-201 ◽

Author(s):

Zhongzhi (Lawrence) He ◽

Lawrence Kryzanowski

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

Model Based ◽

Contrarian Strategies

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An Asset Pricing Model Based on Compensation Contract

2008 International Conference on Information Management, Innovation Management and Industrial Engineering ◽

10.1109/iciii.2008.274 ◽

2008 ◽

Author(s):

Jiliang Sheng

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

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A New Asset Pricing Model Based on the Zero-Beta CAPM: The ZCAPM

SSRN Electronic Journal ◽

10.2139/ssrn.2022351 ◽

2012 ◽

Author(s):

Wei Liu ◽

James W. Kolari ◽

Jianhua Z. Huang

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

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An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis

Insurance Mathematics and Economics ◽

10.1016/s0167-6687(00)00057-3 ◽

2000 ◽

Vol 27 (3) ◽

pp. 345-363 ◽

Author(s):

Knut K. Aase

Keyword(s):

Asset Pricing ◽

Stochastic Volatility ◽

Lévy Processes ◽

Levy Processes ◽

Pricing Model ◽

Asset Pricing Model ◽

Model Based ◽

Equilibrium Asset Pricing

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Research and Analysis of Asset Pricing Model Based on the Empirical Test of Stock Price

10.2991/assehr.k.211209.209 ◽

2021 ◽

Author(s):

Junyao Chen ◽

Yupu Wu ◽

Yuan Xu

Keyword(s):

Asset Pricing ◽

Stock Price ◽

Empirical Test ◽

Pricing Model ◽

Asset Pricing Model ◽

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A Factor Portfolio Asset Pricing Model Based on the Optimal Distribution of Risk and Return

SSRN Electronic Journal ◽

10.2139/ssrn.2996106 ◽

2017 ◽

Author(s):

Dixin Zhang ◽

Zhongya Xu ◽

Tongliang An

Keyword(s):

Asset Pricing ◽

Optimal Distribution ◽

Pricing Model ◽

Risk And Return ◽

Asset Pricing Model ◽

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The Capital Asset Pricing Model and Market Microstructure

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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