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26 ta ish

Ish: The relationship between the risk of the asset and its expected rate of return: a case of stock exchange market of five European countries

  1. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

    William F. Sharpe

    Maqola196418 iqtibos
    ABI

  2. Risk, Return, and Equilibrium: Empirical Tests

    Eugene F. Fama, James D. MacBeth

    Maqola19737 iqtibos
    ABI

  3. Equilibrium in a Capital Asset Market

    Jan Mossin

    Maqola19666 iqtibos
    ABI

  4. Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

    William F. Sharpe

    Maqola19646 iqtibos
    ABI

  5. On the exclusion of assets from tests of the two-parameter model

    Robert F. Stambaugh

    Maqola19825 iqtibos
    ABI

  6. The Capital Asset Pricing Model: Some Empirical Tests

    Fischer Black, Michael C. Jensen, Myron S. Scholes

    Maqola19725 iqtibos
    ABI

  7. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

    Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle

    Maqola19934 iqtibos
    ABI

  8. TESTING THE CAPITAL ASSET PRICING MODEL (CAPM): THE CASE OF THE EMERGING GREEK SECURITIES MARKET

    Grigoris Michailidis, Stavros Tsopoglou, D Papanastasiou

    Maqola20064 iqtibos
    ABI

  9. TESTING CAPITAL ASSET PRICING MODEL FOR ROMANIAN CAPITAL MARKET

    Alina Lucia Trifan

    Maqola20094 iqtibos
    ABI

  10. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]

    John Lintner

    Bob19754 iqtibos
    ABI

  11. The Cross‐Section of Expected Stock Returns

    Eugene F. Fama, Kenneth R. French

    Maqola19924 iqtibos
    ABI

  12. Sarlavhasiz

    Boshqa3 iqtibos
    ABI

  13. Multivariate tests of financial models

    Michael R. Gibbons

    Maqola19822 iqtibos
    ABI

  14. The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

    John Lintner

    Maqola19652 iqtibos
    ABI

  15. Sarlavhasiz

    Boshqa1 iqtibos
    ABI

  16. Sarlavhasiz

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    ABI

  17. Sarlavhasiz

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  18. Sarlavhasiz

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  19. Sarlavhasiz

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  20. Sarlavhasiz

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  21. Sarlavhasiz

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  22. Sarlavhasiz

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  23. Sarlavhasiz

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  24. Sarlavhasiz

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  25. Sarlavhasiz

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    ABI