Conditional CAPM using Expected Returns of Brazilian Market from 1992 to 2013: A New Approach

α
Dr. Elmo Tambosi Filho
Dr. Elmo Tambosi Filho
σ
Elmo Tambosi Filho
Elmo Tambosi Filho
α Methodist University

Send Message

To: Author

Conditional CAPM using Expected Returns of Brazilian Market from 1992 to 2013: A New Approach

Article Fingerprint

ReserarchID

C: FINANCE4RA87

Conditional CAPM using Expected Returns of Brazilian Market from 1992 to 2013: A New Approach Banner

AI TAKEAWAY

Connecting with the Eternal Ground
  • English
  • Afrikaans
  • Albanian
  • Amharic
  • Arabic
  • Armenian
  • Azerbaijani
  • Basque
  • Belarusian
  • Bengali
  • Bosnian
  • Bulgarian
  • Catalan
  • Cebuano
  • Chichewa
  • Chinese (Simplified)
  • Chinese (Traditional)
  • Corsican
  • Croatian
  • Czech
  • Danish
  • Dutch
  • Esperanto
  • Estonian
  • Filipino
  • Finnish
  • French
  • Frisian
  • Galician
  • Georgian
  • German
  • Greek
  • Gujarati
  • Haitian Creole
  • Hausa
  • Hawaiian
  • Hebrew
  • Hindi
  • Hmong
  • Hungarian
  • Icelandic
  • Igbo
  • Indonesian
  • Irish
  • Italian
  • Japanese
  • Javanese
  • Kannada
  • Kazakh
  • Khmer
  • Korean
  • Kurdish (Kurmanji)
  • Kyrgyz
  • Lao
  • Latin
  • Latvian
  • Lithuanian
  • Luxembourgish
  • Macedonian
  • Malagasy
  • Malay
  • Malayalam
  • Maltese
  • Maori
  • Marathi
  • Mongolian
  • Myanmar (Burmese)
  • Nepali
  • Norwegian
  • Pashto
  • Persian
  • Polish
  • Portuguese
  • Punjabi
  • Romanian
  • Russian
  • Samoan
  • Scots Gaelic
  • Serbian
  • Sesotho
  • Shona
  • Sindhi
  • Sinhala
  • Slovak
  • Slovenian
  • Somali
  • Spanish
  • Sundanese
  • Swahili
  • Swedish
  • Tajik
  • Tamil
  • Telugu
  • Thai
  • Turkish
  • Ukrainian
  • Urdu
  • Uzbek
  • Vietnamese
  • Welsh
  • Xhosa
  • Yiddish
  • Yoruba
  • Zulu

References

25 Cites in Article
  1. Ravi Bansal,Viswanayhan (1993). No arbitrage pricing: A new approach.
  2. Jonathan Berk (1995). A Critique of Size-Related Anomalies.
  3. Fischer Black (1993). Beta and return.
  4. Fischer Black (1972). Capital Market Equilibrium with Restricted Borrowing.
  5. Black,Michael Fischer,Myron Jensen,Scholes (1972). The capital asset pricing model: Some empirical tests.
  6. James Bodurtha,Nelson Jr,Mark (1991). Testing the CAPM with time-varying risks and returns.
  7. Marco Bonomo (2002). Desafios da pesquisa no Brasil: uma contribuição ao debate.
  8. N Costa,Da (1996). Será que beta ainda é válido para explicar as variações nas rentabilidades médias das ações? 20º Encontro Anual da Associação Nacional dos Programas de Pós-graduação em Administração.
  9. Eugene Fama,Kenneth French (1992). The cross-section of expected stock returns.
  10. Eugene Fama,Kenneth French (1993). Common risk factors in the returns on bonds and stocks.
  11. Eugene Fama,James Macbeth (1973). Risk, Return, and Equilibrium: Empirical Tests.
  12. Eugene Fama,James Macbeth (1974). Tests of the multiperiod two-parameter model.
  13. Wayne Ferson,Campbell Harvey (1999). The Variation of Economic Risk Premiums.
  14. Wayne Ferson,Campbell Harvey (1993). The Risk and Predictability of International Equity Returns.
  15. R Haugen (1986). Modern Investment Theory.
  16. Ravi Jagannathan,Wang Zhenyu (1993). The CAPM is alive and well.
  17. Ravi Jagannathan,Wang Zhenyu (1996). The Conditional CAPM and the Cross-Section of Expected Returns.
  18. S Kothari,Jay Shanken,Richard Sloan (1995). Another Look at the Cross‐section of Expected Stock Returns.
  19. John Lintner (1965). The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets.
  20. David Mayers (1972). Nonmarketable assets and capital market equilibrium under uncertainty, in Conditional CAPM Using Expected Returns of Brazilian Market from 1992 to 2013: A New Approach.
  21. Robert Merton (1973). An Intertemporal Capital Asset Pricing Model.
  22. J Mossin (1966). Equilibrium in a capital asset market.
  23. Guilherme Ribenboim (2002). Testes de versões do modelo CAPM no Brasil.
  24. Richard Roll (1977). A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory.
  25. William Sharpe (1964). CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*.

Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

How to Cite This Article

Dr. Elmo Tambosi Filho. 2014. \u201cConditional CAPM using Expected Returns of Brazilian Market from 1992 to 2013: A New Approach\u201d. Global Journal of Management and Business Research - C: Finance GJMBR-C Volume 14 (GJMBR Volume 14 Issue C4): .

Download Citation

Journal Specifications

Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

Version of record

v1.2

Issue date

September 4, 2014

Language
en
Experiance in AR

Explore published articles in an immersive Augmented Reality environment. Our platform converts research papers into interactive 3D books, allowing readers to view and interact with content using AR and VR compatible devices.

Read in 3D

Your published article is automatically converted into a realistic 3D book. Flip through pages and read research papers in a more engaging and interactive format.

Article Matrices
Total Views: 4293
Total Downloads: 2317
2026 Trends
Related Research

Published Article

Abstract not found

Our website is actively being updated, and changes may occur frequently. Please clear your browser cache if needed. For feedback or error reporting, please email [email protected]

Request Access

Please fill out the form below to request access to this research paper. Your request will be reviewed by the editorial or author team.
X

Quote and Order Details

Contact Person

Invoice Address

Notes or Comments

This is the heading

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.

High-quality academic research articles on global topics and journals.

Conditional CAPM using Expected Returns of Brazilian Market from 1992 to 2013: A New Approach

Elmo Tambosi Filho
Elmo Tambosi Filho

Research Journals