Spelling suggestions: "subject:"assetpricing"" "subject:"basedpricing""
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An Empirical Analysis on the Excess Returns of Fundamental IndexingMoebius, Alain. January 2009 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2009.
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An Empirical Analysis on the Excess Returns of Fundamental IndexingMoebius, Alain. January 2009 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2009.
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Trading Rules based on Technical IndicatorsRudolf von Rohr, André. January 2006 (has links) (PDF)
Bachelor-Arbeit Univ. St. Gallen, 2006.
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Macroeconomic Influences on BetaBertone, Philippe. January 2006 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2006.
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Der Nutzen aktiver Portfoliostrategien vor dem Hintergrund zeitlich variabler Aktien- und Bondmarktrenditen : Theorie und empirische Untersuchung am Schweizer Aktien- und Bondmarkt /Schnedler, Philip. January 2003 (has links) (PDF)
Diss. Univ. St. Gallen, 2003.
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Downside risk and empirical asset pricing = De rol van neerwaarts risico bij de prijsvorming van effecten : een empirisch onderzoek /Vliet, Pim van, January 2004 (has links) (PDF)
Diss. Univ. Rotterdam, 2004.
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Anomalien an den Aktienmärkten Eine empirische Untersuchung /Dürig, Oliver. January 2008 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2008.
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Neuere Schätzmethoden für EigenkapitalkostenReiner, Uwe-Henrik. January 2007 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2007.
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Makroökonomische Faktoren im PortfoliomanagementGiulieri, Enea. January 2008 (has links) (PDF)
Bachelor-Arbeit Univ. St. Gallen, 2008.
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Empirical testing of implied cost of equity in the capital asset pricing model using JSE listed companiesKempff, Paul January 2013 (has links)
The capital asset pricing model (CAPM) has for half a century been considered a pillar of modern finance in describing the relationship that is deemed to exist between the risk of owning an asset and the expected future returns from that asset. The model has however been subject to criticisms and attacks in the literature and some doubt remains about the validity and successful application of the model. This research builds on previous empirical testing of the CAPM with a specific focus on the cost of equity of companies listed on the Johannesburg Stock Exchange.
The approach of this research was to use market values, as indicated by the share price of a listed company and discounted free cash-flow valuations to determine both an estimated and implied cost of equity. The aim was to test the validity of the CAPM empirically and potentially find an accurate, implied cost of equity for the South African equity market, by comparing the different rates and looking for statistical correlation between them. While no correlation could be found, this study did provide evidence that the cost of equity and the market risk premium in South Africa is potentially higher than previously thought. / Dissertation (MBA)--University of Pretoria, 2013. / ccgibs2014 / Gordon Institute of Business Science (GIBS) / MBA / Unrestricted
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