منابع مشابه
Does the Nonlinear APT Outperform the Conditional CAPM?
The conditional CAPM and the nonlinear APT are two important extensions of the Sharpe-Lintner constant beta CAPM. Bansal, Hsieh, and Viswanathan (1993), and Ghysels (1998) suggest that the nonlinear APT is empirically more successful than the conditional CAPM. Using a flexible nonparametric version of the conditional CAPM, we get the opposite result: the conditional CAPM does a substantially be...
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The main objective of this article is to present a comparative study of capital assets pricing models (CAPM) with extrapolating capital assets pricing models (X-CAPM) of companies admitted in Tehran Exchange Market which is accomplished for the first time by investigators of this research in Iran. Accordingly, the statistical population under study of this research includes all companies admitt...
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چکیده ندارد.
15 صفحه اولبررسی عملکرد مدل‌های APT و Adj-CAPM در پیش بینی بازده مورد انتظار سهام
در بازار اوراق بهادار ایران این سوال مطرح است که برای قیمت گذاری اوراق بهادار نظیر سهام شرکت‌ها ، کدام یک از نظریه‌های قیمت گذاری مطرح در علم مالی نتایج بهترو دقیقتری را عاید می کند. در تحقیق حاضر بازده مورد انتظار در مدل قیمت گذاری دارایی سرمایه ای تعدیل شده بر اساس ریسک نقد شوندگی و در مدل آربیتراژ بر اساس مجموعه ریسک‌ها« قیمت نفت،قیمت طلا، تورم، نرخ ارز،نرخ سود بانکی و شاخص بورس» تبیین خوا...
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To study the neuropathic pain mechanism, various behavioral responses of animals in to different neuropathic models were considered. Adult male Sprague-Dawley rats weighing 230-280 g were used. Anesthesia was initially induced with pentobarbital I.P. (50 mg/kg). These models included (1): chronic constriction injury (CCI) by loose ligation of the sciatic nerve (2) Spared nerve injury (SNI) by a...
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ژورنال
عنوان ژورنال: E-conom
سال: 2020
ISSN: 2063-644X
DOI: 10.17836/ec.2020.1.105