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Harya Widiputra
Pág. 3027 - 3036
Binary Option Pricing Model (BOPM) is one approach that can be utilized to calculate the value of either call or put option. BOPM generally works by building a binomial tree diagram, also known as lattice diagram to explore all possible option values tha...
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William Aparecido Maciel da Silva,João Antônio de Souza Trindade,Leonardo de Rezende Costa Nagib,Donizete Reina
Pág. 299 - 313
Utilizado amplamente no mercado financeiro e na academia o (Capital asset pricing model, proposto por Sharpe (1964) sempre foi alvo de discussões e se tornou fonte de estudos. Esta pesquisa tem como objetivo identificar se o CAPM serve como benchmark par...
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N. Mans-Kemp,P. D. Erasmus,S. Viviers
AbstractDespite increased recognition of the importance of sound corporate governance practices in emerging markets, previous researchers reported inconclusive evidence on the association between corporate governance and financial performance. Authors th...
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Fakhri Husein,Shofia Mauizotun Hasanah
Pág. 349 - 362
Shariah Compliant Asset Pricing Model (SCAPM) is a modification of the model Capital Asset Pricing Model (CAPM). This research is quantitative descriptive study of theories of optimal portfolio analysis applied to trading stocks, especially in stocks Jak...
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Muhammad Iqbal,Buddi Wibowo
Pág. 335 - 348
Assorted types of market anomalies occur when stock prices deviate from the prediction of classical asset pricing theories. This study aims to examine asset growth anomaly where stocks with high asset growth will be followed by low returns in the subsequ...
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