𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The CAPM and Equity Return Regularities: An Extension

✍ Scribed by Charles P. Jones and Bruce Bublitz


Book ID
124187831
Publisher
CFA Institute
Year
1987
Tongue
English
Weight
456 KB
Volume
43
Category
Article
ISSN
0015-198X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Testing the consumption-CAPM in developi
✍ Paul Cashin; C. John McDermott πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 221 KB

The Consumption Capital Asset Pricing Model (C-CAPM) is tested using data on equity prices in Jordan, Turkey, and Pakistan over the period 1986 -1993. The analysis is carried out in two steps. The parameters of agents' dynamic consumption and investment decisions are first estimated, and then the im

Risk, Return, and Equilibrium: An Extens
✍ Carolyn Carroll and K. C. John Wei πŸ“‚ Article πŸ“… 1988 πŸ› University of Chicago Press 🌐 English βš– 296 KB
An extension of the regular completion
✍ C. Centazzo; R.J. Wood πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 157 KB

Carboni's regular completion doctrine is extended to a KZ-doctrine on a 2-category whose objects are all categories and whose arrows are functors which preserve kernel arrows. The algebras for the extended doctrine are categories with regular factorizations in which regular epimorphisms are closed u