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Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model
(2019)
In this paper we consider the capital asset pricing model under the multivariate normal distribution for modeling asset returns. We develop and implement local influence diagnostic techniques not based on likelihood ...
Modelos de cálculo de las betas a aplicar en el Capital Asset Pricing Model: el caso de Argentina
(Universidad IcesiFacultad de Ciencias Administrativas y Económicas, 2014-04-01)
Using a literature review, four methods are applied for calculating betas in a sample of eleven companies
that, between 2010 and 2012, were listed on the Stock Exchange of Argentina. Using each method, it
was identified ...
Um teste empírico para o modelo de precificação de ativos de capital baseado no consumo (CCAPM) na América Latina
(Universidade do Vale do Rio do Sinos, 2006-03-29)
The purpose of this thesis is to verify whether the Consumption based Capital Asset Pricing Model (CCAPM) is consistent with the data from four Latin-American countries: Brazil, Chile, Colombia, and Mexico. In order to ...
Um teste empírico para o modelo de precificação de ativos de capital baseado no consumo (CCAPM) na América Latina
(Universidade do Vale do Rio do Sinos, 2006-03-29)
The purpose of this thesis is to verify whether the Consumption based Capital Asset Pricing Model (CCAPM) is consistent with the data from four Latin-American countries: Brazil, Chile, Colombia, and Mexico. In order to ...
Determinação do custo de capital em uma instituição financeira cooperativa
(Universidade Federal de Santa MariaBrasilUFSMCentro de Ciências Sociais e Humanas, 2017-06-30)
A cooperative, in summary, consists of a partnership among people who aim at improving their own economical social level. The financial manager, when it comes to taking decisions regarding possible investments, is focused ...
Capital Asset Pricing Model : aplicación y análisis en el mercado de capitales peruano durante el período 2010 – 2017
(Universidad de LimaPE, 2020)
En este trabajo de investigación, se desarrolló un análisis de manera empírica y teórica sobre el modelo CAPM clásico para posteriormente compararlo con tres metodologías alternativas al modelo CAPM clásico, las cuales se ...
Determinants of the implied equity risk premium in Brazil
(2016)
This paper proposes and tests market determinants of the equity risk premium (ERP) in Brazil. We use implied ERP, based on the Elton (1999) critique. The ultimate goal of this exercise is to demonstrate that the calculation ...
Valoración de empresa ganadera y mediana productor de leche; región norte y sabanera de Colombia
(Universidad EAFITMaestría en Administración FinancieraEscuela de Economía y Finanzas, 2018)
Reporte financiero Burkenroad / Latinoamérica – Colombia / Acerías Paz del Río S.A.
(Universidad EAFITMaestría en Administración FinancieraEscuela de Economía y Finanzas, 2018)