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1-4 of 4
Keywords: Beta factor
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Journal Articles
Beta risk estimation of companies listed on the Ghana stock exchange
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2011) 12 (3): 195–207.
Published: 24 May 2011
... are thinly traded. According to Dimson (1979) : Ghana Beta factor Financial risk Companies Stock exchanges The capital asset pricing model (CAPM) by Sharpe (1964) explains how the capital market sets share prices and values investments with expected returns, and provides additional...
Journal Articles
Testing forecasting power of the conditional relationship between beta and return
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2011) 12 (1): 69–77.
Published: 04 January 2011
... at: vermar@uhd.edu © Emerald Group Publishing Limited 2011 Capital asset pricing model Beta factor Stock returns Financial forecasting The capital asset pricing model (CAPM) developed by Sharpe (1964) , Lintner (1965) and Mossin (1966) has been the dominating capital market...
Journal Articles
On the accuracy of loss‐given‐default prediction intervals
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2009) 10 (2): 131–141.
Published: 27 February 2009
... be contacted at: salvarez@um.es © Emerald Group Publishing Limited 2009 Borrowing Loss Beta factor Loss prevention Financial modelling The main variables affecting the credit risk of a financial asset are the probability of default (PD), the loss‐given default (LGD), and the exposure...
Journal Articles
Asymmetric rotation of risk factors in a global portfolio
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2008) 9 (4): 391–403.
Published: 15 August 2008
... of assets. The results can be used in applied investment management involving dynamic asset allocation strategies. George A. Christodoulakis can be contacted at: george.christodoulakis@mbs.ac.uk © Emerald Group Publishing Limited 2008 Accounting Data analysis Beta factor Investments...
