Risk, Return and Market Condition: From a Three-Beta to a Functional-Beta Capital Asset Pricing Model

Risk Management for the Future - Theory and Cases ◽

10.5772/32027 ◽

2012 ◽

Author(s):

Zudi Lu ◽

Yuchen Zhuang

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Market Condition ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

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Risk-Return Association of Dhaka Stock Exchange Market: A Capital Asset Pricing Model Framework

10.5176/2251-1997_af08 ◽

2012 ◽

Author(s):

Md. Zobaer Hasan ◽

Anton Abdulbasah Kamil ◽

Adli Mustafa ◽

Md. Azizul Baten

Keyword(s):

Asset Pricing ◽

Stock Exchange ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Exchange Market ◽

Capital Asset ◽

Model Framework ◽

Asset Pricing Model ◽

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Risk–return relationship in the Finnish stock market in the light of Capital Asset Pricing Model (CAPM)

Journal of Transnational Management ◽

10.1080/15475778.2019.1641394 ◽

2019 ◽

Vol 24 (4) ◽

pp. 305-322

Author(s):

Shab Hundal ◽

Anne Eskola ◽

Doan Tuan

Keyword(s):

Asset Pricing ◽

Stock Market ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

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Risk return and the three-moment capital asset pricing model: another look

Journal of Banking & Finance ◽

10.1016/0378-4266(91)90077-y ◽

1991 ◽

Vol 15 (2) ◽

pp. 449-460 ◽

Author(s):

Kai-Jiaw Tan

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

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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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

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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

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Validity of Non-Standardized Form of Capital Asset Pricing Model in Pakistan

SSRN Electronic Journal ◽

10.2139/ssrn.1867877 ◽

2011 ◽

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

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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 ◽

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

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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

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