The influence of property, plant and equipment (Fixed Assets) and the quality of infrastructure on return was analyzed in the hospitality industry in emerging markets. The analysis unit was Colombia, a member of the CIVETS ...

Asset allocation is important for diversifying risk and realizing gains in the financial market. It involves decisions taken under uncertainty based on statistical methods. Returns on financial assets generally present ...

This dissertation is aimed at evaluating the risk-return relationship of stocks by incrementing the Fama and French five-factor model (F. FAMA and R. FRENCH, 2015) with two new variables. This was done by creating a ...

This dissertation is composed of three related essays on the relationship between illiquidity and returns. Chapter 1 describes the time-series properties of the relationship between market illiquidity and market return ...

The purpose of this paper is to investigate the relationship between the risk and the return of the Brazilian banking assets listed on BM & FBOVESPA in 2017. For this we use the capital asset pricing model (CAPM), which ...

The capital asset pricing model (CAPM) indicates the expected return of an asset taking into consideration the risk-free return, the market return and the beta coefficient. The present study sought to determine whether the ...