Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 18 December 2019Accepted: 05 January 2021Published online: 19 April 2021Keywordslocally decodable codes, lower bounds, local algorithmsAMS Subject Headings68Q25, 68R10, 68U05Publication DataISSN (print): 0097-5397ISSN (online): 1095-7111Publisher: Society for Industrial a...

capital asset pricing model (capm) has been among the common models to estimate expected returns rate. since the linearity assumption is considered in the standard version of the capital asset pricing model, estimating beta in nonlinear setting will be inconsistent and bias-oriented. therefore, this study tries to evaluate predictive power of nonlinear capital asset pricing model as well as sta...