Internal Inconsistency of Downside CAPM Models

Comparative Study of Capital Assets Pricing Models (CAPM) with Extrapolating Capital Assets Pricing Models (X-CAPM) in Tehran Exchange Market

The main objective of this article is to present a comparative study of capital assets pricing models (CAPM) with extrapolating capital assets pricing models (X-CAPM) of companies admitted in Tehran Exchange Market which is accomplished for the first time by investigators of this research in Iran. Accordingly, the statistical population under study of this research includes all companies admitt...

Downside risk in multiperiod tracking error models

Declaring a benchmark for a manager allows to better define the risk profile of the fund and to evaluate the relative performance against the market (Jorion (2003)). The issue of attracting potential investors in a period of financial crisis and economic recession arise the challenge of designing products which are capable of attracting the interest of investors and highlights the need for clea...

comparative study of capital assets pricing models (capm) with extrapolating capital assets pricing models (x-capm) in tehran exchange market

the main objective of this article is to present a comparative study of capital assets pricing models (capm) with extrapolating capital assets pricing models (x-capm) of companies admitted in tehran exchange market which is accomplished for the first time by investigators of this research in iran. accordingly, the statistical population under study of this research includes all companies admitt...

Tolerating Inconsistency in Feature Models

Feature models have been widely adopted to reuse the requirements of a set of similar products in a domain. When constructing feature models, it is difficult to always ensure the consistency of feature models. Therefore, tolerating inconsistencies is important during the construction of feature models. The usual way of tolerating inconsistencies is to find the minimal unsatisfiable core. Howeve...

The Downside of Defaults