Matches in SemOpenAlex for { <https://semopenalex.org/work/W1978651458> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W1978651458 endingPage "90" @default.
- W1978651458 startingPage "71" @default.
- W1978651458 abstract "In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the period 1976–1992. We also test a conditional APT model by using the difference between the 30-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from individual securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be important for the appropriate pricing of the portfolios." @default.
- W1978651458 created "2016-06-24" @default.
- W1978651458 creator A5018467343 @default.
- W1978651458 creator A5073285383 @default.
- W1978651458 date "2001-02-01" @default.
- W1978651458 modified "2023-09-30" @default.
- W1978651458 title "Tests of conditional asset pricing models in the Brazilian stock market" @default.
- W1978651458 cites W1979575715 @default.
- W1978651458 cites W2006808353 @default.
- W1978651458 cites W2028995298 @default.
- W1978651458 cites W2084829349 @default.
- W1978651458 cites W2091893652 @default.
- W1978651458 cites W2117178635 @default.
- W1978651458 cites W2134555350 @default.
- W1978651458 cites W3022360661 @default.
- W1978651458 cites W3124167762 @default.
- W1978651458 cites W4229685804 @default.
- W1978651458 cites W4232111244 @default.
- W1978651458 cites W4247047076 @default.
- W1978651458 cites W4252544822 @default.
- W1978651458 doi "https://doi.org/10.1016/s0261-5606(00)00045-0" @default.
- W1978651458 hasPublicationYear "2001" @default.
- W1978651458 type Work @default.
- W1978651458 sameAs 1978651458 @default.
- W1978651458 citedByCount "23" @default.
- W1978651458 countsByYear W19786514582013 @default.
- W1978651458 countsByYear W19786514582014 @default.
- W1978651458 countsByYear W19786514582016 @default.
- W1978651458 countsByYear W19786514582017 @default.
- W1978651458 countsByYear W19786514582019 @default.
- W1978651458 countsByYear W19786514582020 @default.
- W1978651458 countsByYear W19786514582022 @default.
- W1978651458 crossrefType "journal-article" @default.
- W1978651458 hasAuthorship W1978651458A5018467343 @default.
- W1978651458 hasAuthorship W1978651458A5073285383 @default.
- W1978651458 hasBestOaLocation W19786514582 @default.
- W1978651458 hasConcept C106159729 @default.
- W1978651458 hasConcept C127413603 @default.
- W1978651458 hasConcept C149782125 @default.
- W1978651458 hasConcept C151730666 @default.
- W1978651458 hasConcept C162324750 @default.
- W1978651458 hasConcept C181236170 @default.
- W1978651458 hasConcept C204036174 @default.
- W1978651458 hasConcept C2777302077 @default.
- W1978651458 hasConcept C2780299701 @default.
- W1978651458 hasConcept C2780762169 @default.
- W1978651458 hasConcept C2780821815 @default.
- W1978651458 hasConcept C78519656 @default.
- W1978651458 hasConcept C86803240 @default.
- W1978651458 hasConcept C88389905 @default.
- W1978651458 hasConceptScore W1978651458C106159729 @default.
- W1978651458 hasConceptScore W1978651458C127413603 @default.
- W1978651458 hasConceptScore W1978651458C149782125 @default.
- W1978651458 hasConceptScore W1978651458C151730666 @default.
- W1978651458 hasConceptScore W1978651458C162324750 @default.
- W1978651458 hasConceptScore W1978651458C181236170 @default.
- W1978651458 hasConceptScore W1978651458C204036174 @default.
- W1978651458 hasConceptScore W1978651458C2777302077 @default.
- W1978651458 hasConceptScore W1978651458C2780299701 @default.
- W1978651458 hasConceptScore W1978651458C2780762169 @default.
- W1978651458 hasConceptScore W1978651458C2780821815 @default.
- W1978651458 hasConceptScore W1978651458C78519656 @default.
- W1978651458 hasConceptScore W1978651458C86803240 @default.
- W1978651458 hasConceptScore W1978651458C88389905 @default.
- W1978651458 hasIssue "1" @default.
- W1978651458 hasLocation W19786514581 @default.
- W1978651458 hasLocation W19786514582 @default.
- W1978651458 hasLocation W19786514583 @default.
- W1978651458 hasLocation W19786514584 @default.
- W1978651458 hasLocation W19786514585 @default.
- W1978651458 hasLocation W19786514586 @default.
- W1978651458 hasOpenAccess W1978651458 @default.
- W1978651458 hasPrimaryLocation W19786514581 @default.
- W1978651458 hasRelatedWork W147291312 @default.
- W1978651458 hasRelatedWork W2017808917 @default.
- W1978651458 hasRelatedWork W2097044615 @default.
- W1978651458 hasRelatedWork W2130830554 @default.
- W1978651458 hasRelatedWork W2157104034 @default.
- W1978651458 hasRelatedWork W2358375399 @default.
- W1978651458 hasRelatedWork W2387524650 @default.
- W1978651458 hasRelatedWork W2493131244 @default.
- W1978651458 hasRelatedWork W2621165087 @default.
- W1978651458 hasRelatedWork W3160869781 @default.
- W1978651458 hasVolume "20" @default.
- W1978651458 isParatext "false" @default.
- W1978651458 isRetracted "false" @default.
- W1978651458 magId "1978651458" @default.
- W1978651458 workType "article" @default.