Capital assets pricing model based on attitude to one-side risk and its empirical test

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Antai College of Economics and Management, Shanghai Jiaotong Univ., Shanghai 200052, China ^{[1
]}

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Shanghai Jiaotong Daxue Xuebao | 2006年 / 9卷 / 1540-1543期

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[1] The model of optimal pricing for assets based on the partial distribution and its empirical research
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[3] Accounting-based Risk Management and the Capital Asset Pricing Model: An Empirical Comparison
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[4] A empirical test for Consumption-based Capital Asset Pricing Model (CCAPM) in Latin America
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[5] Using the Capital Assets Pricing Model for Risk Management-A Tool for Multinational Corporation Managers
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[6] An empirical investigation of the consumption based capital asset pricing model using a modified variance-ratio test
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[7] THE BIAS OF CONVENTIONAL RISK PREMIUMS IN EMPIRICAL TESTS OF THE CAPITAL-ASSET PRICING MODEL
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[8] PERCEIVED RISK AND ITS COMPONENTS - MODEL AND EMPIRICAL TEST
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[9] European capital market integration: An empirical study based on a European asset pricing model
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[10] Identifying proxies for risk-free assets: Evidence from the zero-beta capital asset pricing model
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RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 63

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