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1	Material Type: Article	Equilibrium prices of the titles: Sharpe and the Securities Valuation Model (CAPM) Mercados y Negocios, 2023-05 (49), p.83-94 [Peer Reviewed Journal] LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: https://dialnet.unirioja.es/info/derechosOAI \| INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: https://dialnet.unirioja.es/info/derechosOAI ;ISSN: 1665-7039 ;ISSN: 2594-0163 ;EISSN: 2594-0163 ;DOI: 10.32870/myn.vi49.7705 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
2	Material Type: Article	The idiosyncratic risk during the Covid-19 pandemic in Indonesia Investment management & financial innovations, 2021-10, Vol.18 (4), p.57-66 [Peer Reviewed Journal] ISSN: 1810-4967 ;EISSN: 1812-9358 ;DOI: 10.21511/imfi.18(4).2021.06 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
3	Material Type: Article	CAN ZAKAT AND PURIFICATION BE EMPLOYED IN PORTFOLIO MODELLING? Journal of Islamic Monetary Economics and Finance, 2022-12, Vol.8, p.1-16 [Peer Reviewed Journal] ISSN: 2460-6146 ;EISSN: 2460-6618 ;DOI: 10.21098/jimf.v8i0.1418 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
4	Material Type: Article	Investigating the volatility, upside risk, downside risk and Capital Asset Pricing Model: Evidences from Tehran Stock Exchange Taḥqīqāt-i mālī, 2010-07, Vol.12 (29) [Peer Reviewed Journal] ISSN: 1024-8153 ;EISSN: 2423-5377 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
5	Material Type: Article	Empirical Test of the Relationship between Consumption and Capital Asset Pricing in Tehran Stock Exchange مجله توسعه و سرمایه, 2021-02, Vol.5 (2), p.67-84 [Peer Reviewed Journal] ISSN: 2008-2428 ;EISSN: 2645-3606 ;DOI: 10.22103/jdc.2020.14993.1085 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
6	Material Type: Article	Levels of economic concentration for the Treynor-Black model Análisis económico, 2023-08, Vol.38 (98), p.143-154 [Peer Reviewed Journal] This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. ;ISSN: 2448-6655 ;DOI: 10.24275/uam/azc/dcsh/ae/2023v38n98/samaniego Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
7	Material Type: Article	Analysis of the relationship between the profitability of market portfolios and the profitability of shares of companies in the oil sector Revista Ambiente Contábil, 2024-01, Vol.16 (1) ISSN: 2176-9036 ;EISSN: 2176-9036 ;DOI: 10.21680/2176-9036.2024v16n1ID34943 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
8	Material Type: Article	Real options, risk aversion and markets: A corporate finance perspective Navngivelse 4.0 Internasjonal ;ISSN: 0929-1199 ;EISSN: 1872-6313 ;DOI: 10.1016/j.jcorpfin.2022.102164 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
9	Material Type: Article	The Capital Asset Pricing Model: Theory and Evidence The Journal of economic perspectives, 2004-07, Vol.18 (3), p.25-46 [Peer Reviewed Journal] Copyright 2004 American Economic Association ;Copyright American Economic Association Summer 2004 ;ISSN: 0895-3309 ;EISSN: 1944-7965 ;DOI: 10.1257/0895330042162430 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
10	Material Type: Article	Speculative Betas The Journal of finance (New York), 2016-10, Vol.71 (5), p.2095-2144 [Peer Reviewed Journal] 2016 American Finance Association ;2016 the American Finance Association ;Copyright Blackwell Publishers Inc. Oct 2016 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12431 ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
11	Material Type: Article	Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models Annals of operations research, 2022-04, Vol.311 (2), p.1203-1227 [Peer Reviewed Journal] Springer Science+Business Media, LLC, part of Springer Nature 2020 ;COPYRIGHT 2022 Springer ;Springer Science+Business Media, LLC, part of Springer Nature 2020. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-020-03649-x Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
12	Material Type: Article	A Lottery-Demand-Based Explanation of the Beta Anomaly Journal of financial and quantitative analysis, 2017-12, Vol.52 (6), p.2369-2397 [Peer Reviewed Journal] Copyright © Michael G. Foster School of Business, University of Washington 2017 ;COPYRIGHT 2017, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON ;Copyright University of Washington, School of Business Administration Dec 2017 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109017000928 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
13	Material Type: Article	Volatility, the Macroeconomy, and Asset Prices The Journal of finance (New York), 2014-12, Vol.69 (6), p.2471-2511 [Peer Reviewed Journal] 2014 American Finance Association ;2014 the American Finance Association ;Copyright Blackwell Publishers Inc. Dec 2014 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12110 ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
14	Material Type: Article	Presidential Address: Discount Rates The Journal of finance (New York), 2011-08, Vol.66 (4), p.1047-1108 [Peer Reviewed Journal] 2011 The American Finance Association ;2011 the American Finance Association ;Copyright Blackwell Publishers Inc. Aug 2011 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2011.01671.x ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
15	Material Type: Article	The Illiquidity of Corporate Bonds The Journal of finance (New York), 2011-06, Vol.66 (3), p.911-946 [Peer Reviewed Journal] 2011 The American Finance Association ;2011 the American Finance Association ;Copyright Blackwell Publishers Inc. Jun 2011 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2011.01655.x ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
16	Material Type: Article	Evidence for and against the validity of the capital asset Pricing model Tehnika (Beograd), 2022, Vol.77 (3), p.363-372 [Peer Reviewed Journal] ISSN: 0040-2176 ;EISSN: 2560-3086 ;DOI: 10.5937/tehnika2203363L Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
17	Material Type: Article	Presidential Address: Asset Price Dynamics with Slow-Moving Capital The Journal of finance (New York), 2010-08, Vol.65 (4), p.1237-1267 [Peer Reviewed Journal] 2010 American Finance Association ;2010 the American Finance Association ;Copyright Blackwell Publishers Inc. Aug 2010 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2010.01569.x ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
18	Material Type: Article	Stock market volatility and learning The Journal of finance (New York), 2016-02, Vol.71 (1), p.33-82 [Peer Reviewed Journal] 2016 American Finance Association ;2015 the American Finance Association ;Copyright Blackwell Publishers Inc. Feb 2016 ;ISSN: 0022-1082 ;ISSN: 1540-6261 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12364 ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
19	Material Type: Article	Relative Entropy and Minimum-Variance Pricing Kernel in Asset Pricing Model Evaluation Entropy (Basel, Switzerland), 2020-06, Vol.22 (7), p.721 [Peer Reviewed Journal] 2020 by the authors. 2020 ;ISSN: 1099-4300 ;EISSN: 1099-4300 ;DOI: 10.3390/E22070721 ;PMID: 33286493 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
20	Material Type: Article	How does ESG explain excess returns in emerging market? An Asset-Pricing Approach Jurnal manajemen teori dan terapan (Online), 2023-08, Vol.16 (2), p.280-292 [Peer Reviewed Journal] ISSN: 1979-3650 ;EISSN: 2548-2149 ;DOI: 10.20473/jmtt.v16i2.48072 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by

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Results 1 - 20 of 4,439 for All Library Resources

ISSN: 1810-4967 ;EISSN: 1812-9358 ;DOI: 10.21511/imfi.18(4).2021.06

ISSN: 2460-6146 ;EISSN: 2460-6618 ;DOI: 10.21098/jimf.v8i0.1418

ISSN: 1024-8153 ;EISSN: 2423-5377

ISSN: 2008-2428 ;EISSN: 2645-3606 ;DOI: 10.22103/jdc.2020.14993.1085

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. ;ISSN: 2448-6655 ;DOI: 10.24275/uam/azc/dcsh/ae/2023v38n98/samaniego

ISSN: 2176-9036 ;EISSN: 2176-9036 ;DOI: 10.21680/2176-9036.2024v16n1ID34943

Navngivelse 4.0 Internasjonal ;ISSN: 0929-1199 ;EISSN: 1872-6313 ;DOI: 10.1016/j.jcorpfin.2022.102164

Copyright 2004 American Economic Association ;Copyright American Economic Association Summer 2004 ;ISSN: 0895-3309 ;EISSN: 1944-7965 ;DOI: 10.1257/0895330042162430

2016 American Finance Association ;2016 the American Finance Association ;Copyright Blackwell Publishers Inc. Oct 2016 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12431 ;CODEN: JLFIAN

Springer Science+Business Media, LLC, part of Springer Nature 2020 ;COPYRIGHT 2022 Springer ;Springer Science+Business Media, LLC, part of Springer Nature 2020. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-020-03649-x

2014 American Finance Association ;2014 the American Finance Association ;Copyright Blackwell Publishers Inc. Dec 2014 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12110 ;CODEN: JLFIAN

2011 The American Finance Association ;2011 the American Finance Association ;Copyright Blackwell Publishers Inc. Aug 2011 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2011.01671.x ;CODEN: JLFIAN

2011 The American Finance Association ;2011 the American Finance Association ;Copyright Blackwell Publishers Inc. Jun 2011 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2011.01655.x ;CODEN: JLFIAN

ISSN: 0040-2176 ;EISSN: 2560-3086 ;DOI: 10.5937/tehnika2203363L

2010 American Finance Association ;2010 the American Finance Association ;Copyright Blackwell Publishers Inc. Aug 2010 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2010.01569.x ;CODEN: JLFIAN

2016 American Finance Association ;2015 the American Finance Association ;Copyright Blackwell Publishers Inc. Feb 2016 ;ISSN: 0022-1082 ;ISSN: 1540-6261 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12364 ;CODEN: JLFIAN

2020 by the authors. 2020 ;ISSN: 1099-4300 ;EISSN: 1099-4300 ;DOI: 10.3390/E22070721 ;PMID: 33286493

ISSN: 1979-3650 ;EISSN: 2548-2149 ;DOI: 10.20473/jmtt.v16i2.48072

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