The Entity-Relationship (ER) model is a fundamental tool for database design, recently extended and employed in knowledge representation and reasoning due to its expressiveness and comprehensibility. We present an extension of the ER model, called ER + , which is particularly suitable for ontology ...
time-varying systems/ conditional risk-return relationshiptime-varying beta modelasymmetric risk-return relationshipCAPMWe investigate the asymmetric risk–return relationship in a time-varying beta CAPM. A state space model is established and estimated by the Adaptive Least Squares with Kalman foundations...
has created an urgent need for marketers to understand their relative importance in generating revenue for their brands. Ultimately, this understanding should result in managers’ ability to project returns from their media investments. This chapter will focus on quantitative methods that enable such med...
The relationship between return and market value of common stock Journal of Financial Economics, 9 (1981), pp. 3-18 View PDFView articleView in ScopusGoogle Scholar Barth, 1991 Mary E. Barth Relative measurement errors among alternative pension asset and liability measures The Accounting Review, ...
8. APM suggests that a number of factors affect the risk-return relationship and in time, this model may replace CAPM when more developments take place to improve its practical application. 9. Remember that the formula for a multi-asset portfolio with no correlation b...
The paper presents a return on quality model designed to assess projects of service quality that can help airlines in retaining passengers. Such models can enable carriers simulate scenarios and assist management in decision-making processes, identifying the elements of performance that can lead to rej...
On the basis of the Intertemporal CAPM model we built a general sampling model suitable in analysing such a relationship. The most important feature of our assumptions is that the skewness of the conditional distribution of returns is used as an alternative source of relation between risk and ...
Also the findings showed that there is a significant negative relationship between risk and stock return. Based on the results of regression model, it can be inferred that profit has the most effect on return on return on equity and also risk has the least effect on return on equity.Hossein...
The Relationship between Return and Market Value of Common Stocks 文章的逻辑结构: 1、导入,2、方程及模型,3、数据,4、实证结果,5、结论 1、导入 开门见山,说明本文的研究目的是为了研究股票市值(即公司规模)和收益之间的关系。资本资产定价模型 是有问题的。 E(ri)是资产i的预期回报率 rf是无风险利率 β...
Return on Assets (ROA), a profitability measure, is crucial in corporate finance for assessing how efficiently a company uses assets to generate profit. Cu