المؤلفون: Lin, Xiang, 1962, Bali Swain, Ranjula, 1968

المصدر: International Review of Economics and Finance. 93:1226-1247

مصطلحات موضوعية: COVID-19, ESG, Market portfolio, Markov-switching autoregressive models, Negatively screened, Parent index, Sustainable finance

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-53832
https://doi.org/10.1016/j.iref.2024.04.001

المؤلفون: A. U. Amirova, A. A. Zhantaeva, K. M. Kazybekova, A. G. Anessova

المصدر: Экономика: стратегия и практика, Vol 19, Iss 2, Pp 140-153 (2024)

مصطلحات موضوعية: quasi-sharp model, pension assets, investments, profitability, market portfolio, single portfolio, funding, securities, stocks, bonds, Economic theory. Demography, HB1-3840

وصف الملف: electronic resource

Relation: https://esp.ieconom.kz/jour/article/view/1284; https://doaj.org/toc/1997-9967; https://doaj.org/toc/2663-550X

URL الوصول: https://doaj.org/article/ef12635586ab421389174f98327b860a

المؤلفون: Pribadi, Firman, Surwanti, Arni, Shih, Wen-Chung

المصدر: Macroeconomic Risk and Growth in the Southeast Asian Countries: Insight from SEA

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/S1571-03862023000033B011

المؤلفون: Lijing Du, Susan M. V. Flaherty

المصدر: Investment Management & Financial Innovations, Vol 20, Iss 2, Pp 127-136 (2023)

مصطلحات موضوعية: asset pricing, credit default swaps (CDS), market portfolio, risk premium, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/18116/IMFI_2023_02_Du.pdf; https://doaj.org/toc/1810-4967; https://doaj.org/toc/1812-9358

URL الوصول: https://doaj.org/article/f5c8b6c46bb34a26b90d362fb4119347

المؤلفون: Yunjae Nam, Dongsun Lee

المصدر: AIMS Mathematics, Vol 7, Iss 9, Pp 15881-15903 (2022)

مصطلحات موضوعية: market portfolio, low-rank update, portfolio optimization, asset substitution problem, covariance matrix, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2473-6988

URL الوصول: https://doaj.org/article/97a043cd73dc49d8ac38691f4f081e5e

المؤلفون: Akuakanwa Eziukwu Nwosu, Victoria Amietsenwu Bello, Abiodun Kolawole Oyetunji, Chiemela Victor Amaechi

المصدر: Buildings, Vol 14, Iss 1, p 72 (2023)

مصطلحات موضوعية: expected return (ER), inflation dynamics, inflation hedge, investment, property market portfolio, property price, Building construction, TH1-9745

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2075-5309/14/1/72; https://doaj.org/toc/2075-5309

URL الوصول: https://doaj.org/article/143cdb952fc04ba4a2f621b7b0cf477a

المؤلفون: Darolles, Serge, Le Fol, Gaëlle

مصطلحات موضوعية: Liquidity, Volume, Market portfolio, Arbitrage, 658.1, G.G1.G11, G.G1.G14, C.C2.C21, Organisation et finances d'entreprises

Relation: Annual International Conference on Accounting & Finance. 2014; Global Science & Technology Forum; 2014; Phuket; THAILAND; non; https://basepub.dauphine.fr/handle/123456789/13425

الاتاحة: https://basepub.dauphine.fr/handle/123456789/13425

المؤلفون: ANWAR, RESA NURLAELA

المصدر: Journal of Business Management Education (JBME); Vol 7, No 2 (2022); 53-57 ; 2715-3037 ; 2715-3045 ; 10.17509/jbme.v7i2

مصطلحات موضوعية: finance, Keywords: capital asset pricing model, CAPM, risk, returns, risk free, market beta, market portfolio

جغرافية الموضوع: Finance

Relation: https://ejournal.upi.edu/index.php/JBME/article/view/42933

الاتاحة: https://ejournal.upi.edu/index.php/JBME/article/view/42933
https://doi.org/10.17509/jbme.v7i2.42933

المؤلفون: Diyarbakirlioglu, Erkin, Desban, Marc, Lajili Jarjir, Souad

المساهمون: Institut de Recherche en Gestion (IRG), Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Université Gustave Eiffel

المصدر: ISSN: 0752-6180.

مصطلحات موضوعية: Asset pricing, CAPM, Fama-French three-and five-factor models, Market Portfolio, Time-series regressions, Ordinary-Least Squares (OLS), Errors-in-variables (EIV), GMM with Instrumental Variables, Compact Genetic Algorithms (CGA), IRG_AXE1, [QFIN]Quantitative Finance [q-fin], [SHS.ECO]Humanities and Social Sciences/Economics and Finance

الاتاحة: https://hal.science/hal-03643083
https://hal.science/hal-03643083v1/document
https://hal.science/hal-03643083v1/file/paper_2022_factorEIV.pdf
https://doi.org/10.3917/fina.432.0001

المؤلفون: Simone Farinelli, Hideyuki Takada

المصدر: Symmetry; Volume 14; Issue 7; Pages: 1330

مصطلحات موضوعية: geometric arbitrage and spectral theory, gauge symmetry and invariance, credit risk, asset bubbles, deflators, interest rate term structures, market portfolio dynamics

وصف الملف: application/pdf

Relation: Mathematics and Symmetry/Asymmetry; https://dx.doi.org/10.3390/sym14071330

الاتاحة: https://doi.org/10.3390/sym14071330

المؤلفون: Le Saout, Erwan

المساهمون: Pôle de recherche interdisciplinaire en sciences du management (PRISM Sorbonne), Université Paris 1 Panthéon-Sorbonne (UP1)

المصدر: ISSN: 1544-6123 ; Finance Research Letters ; https://hal.science/hal-04492176 ; Finance Research Letters, 2024, 60, ⟨10.1016/j.frl.2023.104895⟩.

مصطلحات موضوعية: Idiosyncratic risk, Market portfolio volatility, Russia–Ukraine war, [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM]

Relation: hal-04492176; https://hal.science/hal-04492176

الاتاحة: https://hal.science/hal-04492176
https://doi.org/10.1016/j.frl.2023.104895

المؤلفون: Wachasundar, Sumant L.

المصدر: International Journal of Management, IT and Engineering 8(6):453-459. 2018

المؤلفون: Chi-Lu Peng, Wen-Kuei Chen, An-Pin Wei

المصدر: Mathematics; Volume 9; Issue 14; Pages: 1668

مصطلحات موضوعية: capital asset pricing model, benchmark portfolio, threshold portfolio, market portfolio, securities market line

وصف الملف: application/pdf

Relation: Financial Mathematics; https://dx.doi.org/10.3390/math9141668

الاتاحة: https://doi.org/10.3390/math9141668

المؤلفون: Ronald Q. Doeswijk, Laurens Swinkels

مصطلحات موضوعية: Economic history, Financial economics, International economics, Market portfolio, Investment, Investment risk, Financial markets, Macrofinancial risk

Relation: https://figshare.com/articles/dataset/Data_The_Risk_and_Reward_of_Investing/21067534

الاتاحة: https://doi.org/10.25397/eur.21067534.v1
https://figshare.com/articles/dataset/Data_The_Risk_and_Reward_of_Investing/21067534

المؤلفون: Özdemir, Ali Sezin

المساهمون: Tokmakçıoğlu, Kaya, 403142012, Business Administration

مصطلحات موضوعية: empirical portfolio, ampirik portföy, modern portfolio theory, modern portföy teorisi, optimal portfolio, optimum portföy, market portfolio, pazar portföyü

وصف الملف: application/pdf

Relation: http://hdl.handle.net/11527/24400

الاتاحة: http://hdl.handle.net/11527/24400

المؤلفون: Florin Cristea, Vasile Ilie

المصدر: Romanian Economic Journal, Vol XXI, Iss 70, Pp 94-113 (2018)

مصطلحات موضوعية: Romania, cost of capital, market portfolio, equity value, stock price, risk premiums, Business, HF5001-6182, Economic theory. Demography, HB1-3840

وصف الملف: electronic resource

Relation: http://www.rejournal.eu/sites/rejournal.versatech.ro/files/articole/2018-12-19/3541/6-final-70-cristea.pdf; https://doaj.org/toc/1454-4296; https://doaj.org/toc/2286-2056

URL الوصول: https://doaj.org/article/ff282063490c4f28a7b6e43b5ffed343

المؤلفون: Wahyono Wahyono, Chasandra Puspitasari, Muhammad Dzulfikar Fauzi, Kasliono Kasliono, Wahyu Sri Mulyani, Laksono Kurnianggoro

المصدر: IJCCS (Indonesian Journal of Computing and Cybernetics Systems), Vol 12, Iss 2, Pp 171-180 (2018)

مصطلحات موضوعية: genetic algorithm, LQ45 index, stock market portfolio, single index model, Cybernetics, Q300-390, Electronic computers. Computer science, QA75.5-76.95

وصف الملف: electronic resource

Relation: https://jurnal.ugm.ac.id/ijccs/article/view/36154; https://doaj.org/toc/1978-1520; https://doaj.org/toc/2460-7258

URL الوصول: https://doaj.org/article/60848845f82c4153a2f93b27c3627b8f

المؤلفون: Fung, Tsan Sing Libon

مصطلحات موضوعية: 330, Asset, Market portfolio

URL الوصول: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.369261

المؤلفون: Urbański Stanisław

المصدر: Folia Oeconomica Stetinensia, Vol 17, Iss 1, Pp 80-96 (2017)

مصطلحات موضوعية: icapm applications, fama-french model, return simulation, systematic risk, price of risk, market portfolio, Finance, HG1-9999, Economic theory. Demography, HB1-3840

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1898-0198

URL الوصول: https://doaj.org/article/60067e3f518b45a89e049d4f0c57093e

المؤلفون: Wobst, Janice, Gramlich, Alexandra, Röttger, Philipp, Spee, Kolja

المصدر: Wobst , J , Gramlich , A , Röttger , P & Spee , K 2020 , ' Which is the ‘right’ choice of the market portfolio of the CAPM? ' , Management Studies , vol. 10 , no. 1 , pp. 25 - 29 . < https://managementstudies.org/index.php/ms/article/view/19/14 >

مصطلحات موضوعية: /dk/atira/pure/core/keywords/558218865, Management studies, Capital asset priceing model, market portfolio, market proxy, asset pricing

وصف الملف: application/pdf

الاتاحة: http://fox.leuphana.de/portal/de/publications/which-is-the-right-choice-of-the-market-portfolio-of-the-capm(35e9050e-ff94-4646-a3eb-09085dc3b6db).html
https://pure.leuphana.de/ws/files/21171471/document.pdf
https://managementstudies.org/index.php/ms/article/view/19/14