Research on China’s Exchange Online Financial Market: An Exchange Online Financial Capital Asset Pricing Model
نویسندگان
چکیده
منابع مشابه
Exchange Risk: a Capital Asset Pricing Model Framework
It should not be surprising that in times of international monetary instability, there is renewed interest in the definition and analysis of exchange risk. One analytical framework that seems particularly suited to the analysis of the problem of exchange risk is the well-known Capital Asset Pricing Model (CAPM). CAPM is a two parameter, single period model focusing on the expected return of an ...
متن کاملrisk and return: test of consumption based capital asset pricing model (ccapm) versus traditional capital asset pricing model (capm) in tehran exchange market
explanation relation between risk and return and capital asset pricing are concepts which is appointed as dominator and major paradigms in capital markets. so far as after offering capm by sharp & lintner, this model has been revised and criticized frequently. in this paper another version of capm has been tested versus traditional capm in tehran stock exchange. this version of capm measures se...
متن کاملAn empirical investigation of the capital asset pricing model: studying stocks on the Zimbabwe Stock Exchange
Since the birth of the Capital Asset Pricing Model (CAPM), enormous efforts have been devoted to studies evaluating the validity of this model, a unique breakthrough and valuable contribution to the world of financial economics. Some empirical studies conducted, have appeared to be in harmony with the principles of CAPM while others contradict the model. The aim of this paper is to study if the...
متن کاملAn Introduction to Financial Asset Pricing
We present an introduction to mathematical Finance Theory, covering the basic issues as well as some selected special topics.
متن کاملEntropy-Based Financial Asset Pricing
We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model. For asset pricing we define the continuous entropy as an alternative measure of risk. Our results show that entropy decreases in the function of the n...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: American Journal of Industrial and Business Management
سال: 2019
ISSN: 2164-5167,2164-5175
DOI: 10.4236/ajibm.2019.94072