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  2. Roll's critique - Wikipedia

    en.wikipedia.org/wiki/Roll's_critique

    Roll's critique is a famous analysis of the validity of empirical tests of the capital asset pricing model (CAPM) by Richard Roll. It concerns methods to formally test the statement of the CAPM, the equation = + [()].

  3. Capital asset pricing model - Wikipedia

    en.wikipedia.org/wiki/Capital_asset_pricing_model

    An estimation of the CAPM and the security market line (purple) for the Dow Jones Industrial Average over 3 years for monthly data.. In finance, the capital asset pricing model (CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions about adding assets to a well-diversified portfolio.

  4. Fama–MacBeth regression - Wikipedia

    en.wikipedia.org/wiki/Fama–MacBeth_regression

    The Fama–MacBeth regression is a method used to estimate parameters for asset pricing models such as the capital asset pricing model (CAPM). The method estimates the betas and risk premia for any risk factors that are expected to determine asset prices.

  5. Consumption-based capital asset pricing model - Wikipedia

    en.wikipedia.org/wiki/Consumption-based_capital...

    The foundations of this concept were laid by the research of Robert Lucas (1978) and Douglas Breeden (1979). [2] The model is a generalization of the capital asset pricing model (CAPM). While the CAPM is derived in a static, one-period setting, the CCAPM uses a more realistic, multiple-period setup.

  6. Multiple factor models - Wikipedia

    en.wikipedia.org/wiki/Multiple_factor_models

    Torre resolved these difficulties by introducing a two-stage factor analysis. The first stage consists of fitting a series of local factor models of the familiar form resulting in a set of factor returns f(i,j,t) where f(i,j,t) is the return to factor i in the jth local model at t.

  7. What College Football Playoff games are today? Breaking down ...

    www.aol.com/college-football-playoff-games-today...

    The College Football Playoff got underway Friday but the main course is spread out through Saturday. Three first-round games will be played across three separate campus sites from State College ...

  8. William F. Sharpe - Wikipedia

    en.wikipedia.org/wiki/William_F._Sharpe

    Sharpe was one of the originators of the capital asset pricing model (CAPM). He created the Sharpe ratio for risk-adjusted investment performance analysis, and he contributed to the development of the binomial method for the valuation of options , the gradient method for asset allocation optimization, and returns-based style analysis for ...

  9. From a loose emu to surfing dog: Watch the biggest animal ...

    www.aol.com/loose-emu-surfing-dog-watch...

    A new year means more viral moments of animals being animals. From Florida alligators and Oregon black bears to a Massachusetts great white shark, 2024 proved to be a big year for ferocious animal ...