Pharos Abad

Ping-Tang University

China

  • Ping-Tang University

SCHOLARLY PAPERS

5

DOWNLOADS

413

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

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1.

Perfect Market, Arbitrage, and Value Creation in the MM Proposition

Number of pages: 22 Posted: 24 Apr 2020 Last Revised: 05 Nov 2021
Pharos Abad
Ping-Tang University
Downloads 239 (198,283)

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Perfect Market, No-Arbitrage Principle, Capital Structure, Value-Added Ratio, Cost of Equity

2.

Beta and Systematic Risk

Number of pages: 17 Posted: 11 Aug 2021 Last Revised: 14 Aug 2021
Pharos Abad
Ping-Tang University
Downloads 87 (440,085)

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CAPM, Beta, Time Series Beta, Risk Dogma, Systematic Risk

3.

An Analytic Solution to the CAPM Equilibrium

Number of pages: 16 Posted: 11 Oct 2021
Pharos Abad
Ping-Tang University
Downloads 42 (628,327)

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CAPM, Semi-Equilibrium Price, Quasi-Equilibrium Price, Arbitrage Opportunity, Beta Pricing

4.

Is the Market Portfolio Affected by Individual Investors' Preference and Wealth?

Number of pages: 15 Posted: 12 Jul 2021 Last Revised: 14 Aug 2021
Pharos Abad
Ping-Tang University
Downloads 26 (731,081)

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CAPM, Market Portfolio, Two Fund Separation, Semi-equilibrium Pricing, Multiple Equilibriums

5.

The CAPM Equation, Market Semi-Clearing and Pseudo-Equilibrium Pricing

Posted: 12 Jan 2023
Pharos Abad
Ping-Tang University
Downloads 19 (785,683)

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Market Semi-Clearing Condition, Pseudo-Equilibrium Pricing, Law of Asset Portfolio, SDF Mimicking Portfolio, Beta Pricing

Other Papers (4)

Total Downloads: 316
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1.

Which Assets Can Be Priced by the CAPM Formula?

Number of pages: 16 Posted: 08 Jul 2021 Last Revised: 10 Oct 2021
Pharos Abad
Ping-Tang University
Downloads 114 (639,549)

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CAPM, Semi-equilibrium Price, Quasi-equilibrium Price, Arbitrage Opportunity, Beta Pricing

2.

Arbitrage Opportunity, Impossible Frontier, and Logical Circularity in CAPM Equilibrium

Number of pages: 73 Posted: 28 Apr 2020 Last Revised: 06 Jun 2021
Pharos Abad
Ping-Tang University
Downloads 87 (466,431)

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CAPM, Mean-Variance Rule, Beta, Arbitrage Opportunity, Risk Premium

3.

Semi-equilibrium Pricing: The CAPM Formula

Number of pages: 21 Posted: 10 Jun 2021 Last Revised: 10 Oct 2021
Pharos Abad
Ping-Tang University
Downloads 62 (691,208)

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Semi-equilibrium Pricing, Law of Asset Portfolio, CAPM, SDF, Mimicking Portfolio

4.

Market Clearing Conditions and the CAPM Equation

Number of pages: 17 Posted: 11 Oct 2021
Pharos Abad
Ping-Tang University
Downloads 53 (648,462)

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CAPM, Semi-Clearing Condition, Semi-Equilibrium Pricing, Law of Asset Portfolio, SDF Mimicking Portfolio