Arsip capm

Capital Asset Pricing Model In Market Overreaction Conditions: Evidence From Indonesia Stock Exchange

Market overreaction is a phenomenon in stock markets characterized by ...

Relationship Between Return and Risk in Indonesia Stock Exchange

Based on the standard CAPM , Sharpe has shown that ...

Liquidity Adjusted Capital Asset Pricing Model (LCAPM): A Critical Review

This paper shows that the liquidity adjusted capital asset pricing ...

STOCK INVESTMENT ANALYSIS: CASE IN INDONESIA STOCK EXCHANGE (IDX)

This study show the growing interest of investors to invest ...

Estimasi Parameter Beta-adjusted Dalam CAPM Dengan Volatilitas Tak Konstan

Persamaan standar Capital Asset Pricing Model (CAPM) menyatakan bahwa keseimbangan ...

Modified Value-at-risk Di Bawah CAPM Dengan Pendekatan Model ARMAX-GARCH (Modified Value-at-risk Under CAPM By ARMAX-GARCH Model Approach)

Dalam paper ini dibahas pengukuran risiko investasi berdasarkan Modified Value-at-Risk ...

Mean-VaR Portfolio Optimization Under CAPM by Non Constant Volatility in Return Market

Problems in this paper is the optimization of investment portfolios ...

Value-at-risk Di Bawah CAPM Transformasi Koyck Dengan Volatilitas Tak Konstan

Paper ini akan membahas perumusan Value-at-Risk (VaR) di bawah Capital ...

Mean-MVaR Portfolio Optimization Under CAPM With Lagged, Non Constant Volatility and the Long Memory Effect

In this paper, we discus the methods of portfolio optimization ...