Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

English | Polski

Prolib Integro - strona głównaBiblioteka WSB w Toruniu

Przeglądasz jako GOŚĆ
Zmień bibliotekę

Wyszukujesz frazę ""industry beta"" wg kryterium: Temat

  Lista filtrów
Wyrównaj
    Wyświetlanie 1-9 z 9
    Tytuł :
    The Bayesian Method in Estimating Polish and German Industry Betas. A Comparative Analysis of the Risk between the Main Economic Sectors from 2001–2020
    Autorzy :
    Ewa Feder‑Sempach
    Piotr Szczepocki
    Pokaż więcej
    Temat :
    industry beta
    capm
    markov chain monte carlo
    polish stock market
    german stock market
    Economics as a science
    HB71-74
    Źródło :
    Comparative Economic Research, Vol 25, Iss 2, Pp 45-60 (2022)
    Opis pliku :
    electronic resource
    Relacje :
    https://czasopisma.uni.lodz.pl/CER/article/view/13827; https://doaj.org/toc/1508-2008; https://doaj.org/toc/2082-6737
    Dostęp URL :
    https://doaj.org/article/b23eeec472a64aec92bb71a7506aa70c
    Czasopismo naukowe
    Szczegóły Pełny tekst
    Tytuł :
    Relative Firm Profitability and Stock Return Sensitivity to Industry-Level News
    Autorzy :
    Hao, Shengquan
    Jin, Qinglu
    Zhang, Guochang
    Pokaż więcej
    Temat :
    Relative profitability
    Industry-level news
    Return sensitivity
    Industry beta
    Relacje :
    http://repository.ust.hk/ir/Record/1783.1-34616; The Accounting review, v. 86, (4), July 2011, p. 1321-1347; https://doi.org/10.2308/accr-10042; http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0001-4826&rft.volume=86&rft.issue=4&rft.date=2011&rft.spage=1321&rft.aulast=Hao&rft.aufirst=Shengquan&rft.atitle=Relative+Firm+Profitability+and+Stock+Return+Sensitivity+to+Industry-Level+News&rft.title=The+Accounting+review; http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000292963600009; http://www.scopus.com/record/display.url?eid=2-s2.0-80052433111&origin=inward
    Dostępność :
    https://doi.org/10.2308/accr-10042
    http://repository.ust.hk/ir/Record/1783.1-34616
    http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0001-4826&rft.volume=86&rft.issue=4&rft.date=2011&rft.spage=1321&rft.aulast=Hao&rft.aufirst=Shengquan&rft.atitle=Relative+Firm+Profitability+and+Stock+Return+Sensitivity+to+Industry-Level+News&rft.title=The+Accounting+review
    http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000292963600009
    http://www.scopus.com/record/display.url?eid=2-s2.0-80052433111&origin=inward
    Czasopismo naukowe
    Szczegóły
    Tytuł :
    產業風險與公司債利差 ; Industry Risk and Corporate Bond Yield Spreads
    Autorzy :
    郭奕礽
    Kuo, I-Neng
    李漢星
    Lee, Han-Hsing
    Pokaż więcej
    Temat :
    產業風險
    公司債利差
    產業 Beta
    條件相關法
    邊際預警估計法
    Industry Risk
    Corporate Bond Yield Spreads
    Industry Beta
    Conditional Correlations Measure
    Marginal Distress Estimate (MDE)
    Relacje :
    http://140.113.39.130/cdrfb3/record/nctu/#GT070053934; http://hdl.handle.net/11536/72566
    Dostępność :
    http://hdl.handle.net/11536/72566
    http://140.113.39.130/cdrfb3/record/nctu/#GT070053934
    Szczegóły
    Tytuł :
    台灣產物保險市場之權益資金成本 ; The Cost of Equity Capital in Taiwan Non-Life Insurance Market
    Autorzy :
    張士傑
    黃雅文
    張孝銓
    Pokaż więcej
    Temat :
    費率自由化
    資本資產定價模型
    Fama-french 三因子模型
    完備資訊方法
    Premium deregulation
    CAPM
    FF3
    Full-information industry beta
    Opis pliku :
    175 bytes; text/html
    Relacje :
    保險經營與制度, 9(2), 127-154
    Dostępność :
    http://nccur.lib.nccu.edu.tw//handle/140.119/64595
    Szczegóły
    Tytuł :
    台灣產物保險業之資本風險係數、資金成本與費率自由化
    Autorzy :
    張孝銓
    Chang, Hsiao Chuan
    Pokaż więcej
    Temat :
    費率自由化
    資金成本
    資本資產定價模型
    Fama-French三因子模型
    完備資訊方法
    deregulation
    cost of capital
    capital asset pricing model
    Fama-French three-factor model
    full-information industry beta method
    Opis pliku :
    101801 bytes; 206233 bytes; 164777 bytes; 192898 bytes; 449595 bytes; 250147 bytes; 357942 bytes; 453169 bytes; 287159 bytes; 233250 bytes; 570615 bytes; application/pdf
    Relacje :
    中文部分; 1. 張士傑(2008)，「費率自由化監理指標：資本結構、資金成本與核保利潤」，《風險與保險雜誌》，第17期，頁2-9。; 2. 張士傑、黃雅文、詹淑卿(2008)，「產物保險公司之核保績效：台灣市場1999-2003之實證研究」，《保險經營與制度》，第7卷，第1期，1-19。; 3. 藍順得(2008)，「企業鑑價制度與發展趨勢」，《證券櫃檯雙月刊》，第136期，頁19-21。; 4. 曾武仁(2007)，「費率自由化與市場競爭秩序」，《核保學報》，第15卷，頁217-229。; 5. 王美晴(2007)，「金控公司下金融業之權益資金成本」，未出版碩士論文，國立中正大學財務金融研究所。; 6. 陳柏燿(2005)，「從費率自由化之實施剖析台灣汽車險之未來」，未出版碩士論文，國立政治大學經營管理碩士學程風險管理組。; 7. 財政部保險司(2002)，「產險費率自由化時程計畫」，台財保字第0900074088號函。; 英文部分; 1. Cox, L. A. and G. L. Griepentrog (1988). The pure-play cost of equity for insurance divisions. Journal of Risk and Insurance 55(3), 442-452.; 2. Chatterjee, S., A. S. Hadi and B. Price (2000). Regression annlysis by sample, J. Wiley & Sons.; 3. Cummins, J. D. and S. E. Harrington (1985). Property-liability insurance rate regulations: Estimation of underwriting betas using quarterly profit data. Journal of Risk and Insurance 52(1), 16-43.; 4. Cummins, J. D. and Lamm-Tennant D. (1994). Capital structure and the cost of equity capital in the property-liability insurance industry. Insurance: Mathematics and Economics 15, 187-201.; 5. Cummins, J. D. and G. P. Nini (2002). Optimal capital utilization by financial firms: Evidence from property-liability insurance. Journal of Financial Services Research 21, 15-54.; 6. Cummins, J. D. and R. D. Phillips (2005). Estimating the cost of equity capital for property-liability insurers. Journal of Risk and Insurance 72(3), 441-478.; 7. Dickinson, G. (2003). The search for an international accounting standard for insurance: Report to the Accountancy Task Force of the Geneva Association. Geneva Papers on Risk and Insurance: Issues and Practice 28(2), 151-175.; 8. Ehrhardt, M. C. and Y. N. Bhagwat (1991). A full-information approach for estimating divisional betas, Financial Management 20, 60-69.; 9. Fuller, R. J. and Kerr H. S. (1981). Estimating the divisional cost of capital: An analysis of the pure play technique. Journal of Finance 36, 997-1009.; 11. Fama, E. F. and K. R. French (1992). The cross-section of expected stock returns. Journal of Finance 47, 427-465.; 12. Fama, E. F. and K. R. French (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics 39, 3-56.; 13. Fama, E. F. and K. R. French (1995). Size and book-to-market factors in earnings and returns. Journal of Finance 50, 131-155.; 14. Fama, E. F. and K. R. French (1996). Multifactor explanations of asset pricing anomalies. Journal of Finance 51, 55-84.; 15. Gordon, M. J. and P. J. Halpern (1974). Cost of capital for a division of a firm. Journal of Finance, 1153-1163.; 16. Graham, J. R. and C. R. Harvey (2001). The theory and practice of corporate finance: Evidence from the field. Journal of Financial Economics 60, 187-243.; 17. Girard, L. N. (2002). An approach to fair value of insurance liability using the firm’s cost of capital. North American Actuarial Journal 6, 18-41.; 18. Harrington, S. (1984). The impact of rate regulation on prices and underwriting results in the property-liability insurance industry: A survey. Journal of Risk and Insurance 51(4), 577-623.; 19. Joskow, P. L. (1973). Cartels, competition and regulation in the property-liability insurance industry. Bell Journal of Economics 4(2), 375-427.; 20. Kaplan, P. D. and J. D. Peterson (1998). Full-information industry betas, Financial Management 27, 85-93.; 21. Linter, J. (1965). The valuation of risk assets and selection of risky investments in stock portfolios and capital budgets. Review of Economics and Statistics 47, 13-37.; 22. Lee, A. C. and J. D. Cummins (1998). Alternative models for estimating the cost of equity capital for property/casualty insurers. Review of Quantitative Finance and Accounting 10, 235-267.; 23. Matten, Ch. (1996). Managing Bank Capital: Capital Allocation and Performance Measurement, J. Wiley & Sons, Chichester et al.; 24. Myers, S. C. and J. A. Read, Jr. (2001). Capital allocation for insurance companies. Journal of Risk and Insurance 68, 545-580.; 25. Panjer, H. H. (1998). Financial Economics With Applications to Investments, Insurance, and Pensions (Schaumburg, IL: The Actuarial Foundation).; 26. Pope, Nat (2004). Deregulation in the Japanese insurance marketplace: Sizzle or fizzle? Journal of Insurance Regulation 22(3), 19-38.; 27. Sharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance 19, 425-442.; 28. Shirasu Y., Komoribayashi K. and Moridaira S. (2007). Estimation of capital beta and cost of capital: A focus on Japanese property insurance companies and lines of business. Asia-Pacific Risk and Insurance Association (APRIA).; 29. Wei, K. C. J. (1988). An asset-pricing theory unifying the CAPM and APT. Journal of Finance 43, 881-892.
    Dostępność :
    http://nccur.lib.nccu.edu.tw//handle/140.119/49682
    Dysertacja/Praca dyplomowa
    Szczegóły
      Wyświetlanie 1-9 z 9

      Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies