Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 4 of 4 for “"beta models"”.
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The performance of Chinese equity securities investment funds
… examines numerous risk-adjusted performance models in three classes: (i) unconditional models, (ii) conditional beta models and (iii) conditional alpha-beta models. Findings from all performance measures suggest no evidence of statistically significant stock selection skills on average. …
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Asset pricing in UK
… so as to assess the performance of Conditional models. Third the thesis extends our knowledge on the sensitivity of utilising different portfolio formation criteria, while testing both Unconditional and Conditional asset pricing inferences. Fourth it contributes to the body of literature by …
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Asset pricing with empirical, zero-beta, macro and state variables in international equity markets
… improve asset pricing by using empirical, zero-beta, macro and state variables. Firstly, we improve asset pricing with empirical factors as we find the gap that the five-factor model augmented with momentum factor, is yet to be examined in international equity markets. We use the time-series and …
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Statistical Adequacy and Reliability of Inference in Regression-like Models
… specifications might lead a researcher to models that do not adequately capture the statistical regularities in the data and do not faithfully represent the phenomenon of interest. In addition, the researcher is unable to disentangle the statistical and substantive sources of error and thus …