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Estimating return periods for daily precipitation extreme events over the Brazilian Amazon
(Springer, 2015-08-14)
Bond risk premia and the return forecasting factor
(De Gruyter, 2020-02)
The return forecasting factor is a linear combination of forward rates that seems to predict 1-year excess bond returns of bond of all maturities better than traditional measures obtained from the yield curve. If this ...
Desing of a deterministic closed-loop supply chain model for a product, with returns in the same period and following period
(2017-12-04)
The following work presents the study of a closed-loop supply chain problem, considering a single product with returns in the same period and in a subsequent period, considering only a deterministic model. The paper proposes ...
Metal Returns, Stock Returns And Stock Market Volatility
(PONTIFICIA UNIV CATOLICA PERUSAN MIGUEL, 2015)
CAPM: uma aplicação do modelo para as blue chips listadas na BM&FBOVESPA
(Universidade Federal de Santa MariaBrasilUFSMCentro de Ciências Sociais e Humanas, 2014-11-27)
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 ...
RETURN PERIOD AND RISK OF HYDROLOGIC EVENTS. II: APPLICATIONS
(ASCE-AMER SOC CIVIL ENGINEERS, 1999)
A mathematical formulation to estimate return periods and risks of failure of complex hydrologic events such as those arising from dependent floods and droughts have been examined in the first part of this paper. Specifically, ...
Relação entre retorno contínuo, retorno anormal e métricas de desempenho contábil: um estudo das empresas listadas na B3 no período de 2011 a 2018
(Universidade Federal do Rio Grande do NorteBrasilUFRNCiências Contábeis, 2019-06-11)
The present study aims to investigate the relationship between the economic and financial performance of the companies (measured from accounting metrics) and the return of the market (measured from the continuous and ...
Volumen, tamaño y ajuste a nueva información en el mercado accionario chileno
(Universidad de Chile. Facultad de Economía y Negocios, 2002-12)
This article studies the serial dependence and the speed of adjustment to new
information of weekly portfolios returns of stocks traded in the Santiago de
Chile stock exchange. Portfolios grouped by size and traded volume ...
Market risk and expected minimum return of the chemical substance and product manufacturing sector: period 2011 – 2020
(Universidad Internacional del Ecuador, 2022)
Risk and profitability are two interdependent aspects in business activity: a certain level of risk must be assumed to achieve greater profitability. The Capital Asset Pricing Model (CAPM) is one of the most widely used ...