Relevant bibliographies by topics / Equity beta

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Equity beta'

Author: Grafiati
Published: 3 June 2025
Last updated: 19 July 2025

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Journal articles on the topic "Equity beta"

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Corgel, John B., and Chris Djoganopoulos. "Equity REIT Beta Estimation." Financial Analysts Journal 56, no. 1 (2000): 70–79. http://dx.doi.org/10.2469/faj.v56.n1.2332.

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Chee Hoo, Wong, Chai Yi Xin, and Visal Moosa. "Factors influencing brand equity: Testing Aaker’s brand equity framework in Malaysian toy industry." Innovative Marketing 20, no. 1 (2024): 40–50. http://dx.doi.org/10.21511/im.20(1).2024.04.

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Previous studies have demonstrated varying associations between fundamental components of brand equity within diverse sectors. The purpose of the current study is to examine the influence of Aaker’s brand equity model’s dimensions (brand awareness, brand loyalty, perceived quality, and brand association) on brand equity in the context of toy brands in Malaysia. The study employs a quantitative-based correlation design within a non-controlled setting, using a cross-sectional approach with individuals as the unit of analysis. The population consists of respondents from the general public aged 18
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Baker, Malcolm, Mathias F. Hoeyer, and Jeffrey Wurgler. "Leverage and the Beta Anomaly." Journal of Financial and Quantitative Analysis 55, no. 5 (2019): 1491–514. http://dx.doi.org/10.1017/s0022109019000322.

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The well-known weak empirical relationship between beta risk and the cost of equity (the beta anomaly) generates a simple tradeoff theory: As firms lever up, the overall cost of capital falls as leverage increases equity beta, but as debt becomes riskier the marginal benefit of increasing equity beta declines. As a simple theoretical framework predicts, we find that leverage is inversely related to asset beta, including upside asset beta, which is hard to explain by the traditional leverage tradeoff with financial distress that emphasizes downside risk. The results are robust to a variety of s
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Fatihudin, Didin, and Achmad Al Irfan. "Current Ratio, DER dan Earning Per Share Terhadap BETA Saham Perusahaan Property dan Real Estate." Improvement: Jurnal Manajemen dan Bisnis 1, no. 2 (2021): 109. http://dx.doi.org/10.30651/imp.v1i2.9761.

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This research is entitled The Effect of Debt to Equity Ratio, Current Ratio, and Earning Per-Share on Stock Beta (Case Study of Property and Real Estate Companies Listed on the IDX 2010-2019 Period). This research method uses multiple linear regression analysis with data processing using the tool Eviews 10 program. The sampling method of this research uses purposive sampling technique. The results showed that simultaneous Debt to Equity Ratio, Current Ratio, and Earning Per Share had no effect on share beta. The results of the t test show that the variables Debt to Equity Ratio, Current Ratio,
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Arnold, Tom, and Terry D. Nixon. "Negative Beta Equity Securities as Insurance." Journal of Wealth Management 24, no. 4 (2021): 69–73. http://dx.doi.org/10.3905/jwm.2021.1.156.

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Altay BARAN, Ümit. "BETA ANOMALY IN TURKISH EQUITY MARKET." International Journal of Disciplines In Economics and Administrative Sciences Studies (IDEAstudies) 7, no. 36 (2021): 1006–13. http://dx.doi.org/10.26728/ideas.541.

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Rasnawati, Atti, and Muryati Muryati. "Pengaruh Faktor-faktor Fundamental (Current Ratio, Return on Asset, Return on Equity, Total Asset Turn Over, Debt to Equity Ratio, dan Asset Growth) terhadap Beta Saham Telekomunikasi di Bursa Efek Indonesia Tahun 2019-2021." Jurnal Ilmiah Universitas Batanghari Jambi 23, no. 1 (2023): 295. http://dx.doi.org/10.33087/jiubj.v23i1.3513.

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This study raises the issue of Fundamental Factors, namely Current Ratio, Return On Assets, Return On Equity, Total Asset Turn Over, Debt To Equity Ratio, and Asset Growth have an influence or not on Beta Stocks. The purpose of this study is to determine how much the size of the company's ability to complete each fundamental ratio and how much influence the fundamental factors have on the stock beta of the telecommunications company. The results of this study indicate that the ability of telecommunications companies to have an average Current Ratio < standard deviation which means that the
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Ni, Siyu. "Investigating the Effectiveness of Beta on Return on Equity." Advances in Economics, Management and Political Sciences 127, no. 1 (2024): 17–24. https://doi.org/10.54254/2754-1169/2024.ox18253.

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Although the pandemic's impact gradually faded after 2020, McDonald's has experienced a falling return on equity, along with a rising beta. The purpose of this paper is to take McDonald's as an example, investigate the relationship between return on equity and beta, and investigate how beta is affecting the return on equity. This paper has discovered a negative correlation between the two variables and has assigned three possible reasons for this relationship. The first is that, under the situation of a negative return on equity and high beta, companies may seek more risky strategies, which ma
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Terregrossa, Salvatore Joseph, and Veysel Eraslan. "Dynamic conditional betas and equity returns." International Journal of Financial Engineering 07, no. 04 (2020): 2050035. http://dx.doi.org/10.1142/s2424786320500358.

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Our study makes use of a new approach to estimate time-varyingbetas with an application of the corrected Dynamic Conditional Correlation (cDCC) model. Our empirical methodology encompasses an examination of predictive relations between equity return and different specifications of dynamic conditional beta, using cross-sectional regression analysis at both the portfolio and firm levels. Our main finding is a significant, positive relation between equity excess return and an interactive cross product term of dynamic conditional beta and market excess return ([Formula: see text]); suggesting that
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Krishnaswamy, C. R. "An analysis of the performance of private equity: Agency cost approach." Corporate Ownership and Control 6, no. 3 (2009): 424–28. http://dx.doi.org/10.22495/cocv6i3c4p1.

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In this paper, we explore the effects of agency costs on the performance of private equity. We discuss why private equity firms generally have much lower agency costs. We show using Capital Asset Pricing Model approach that private equity funds would be better off by investing in firms with low beta than high beta firms.
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Dissertations / Theses on the topic "Equity beta"

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Ljungström, Divesh. "B-Values : Risk Calculation for Axfood and Volvo Bottom up beta approach vs. CAPM beta." Thesis, University of Skövde, School of Technology and Society, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-141.

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<p>The aim of this thesis is to study the risk for two Swedish companies, Axfood and Volvo. To test the required return on equity, a bottom-up beta approach and a CAPM regression beta are used. This thesis concludes that the bottom-up beta gives a truer reflection and a more updated beta value than a CAPM regression beta on the firm’s current business mix, the CAPM beta takes only the past stock prices into consideration. The empirical results for Volvo conclude that the levered bottom-up beta is 1.09 and the CAPM β is 0.52 for Volvo. The empirical results for Axfood which is categorized as co
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Przeczek, Tomáš. "Ocenění společnosti Orco Property Group S. A." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-71944.

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The objctive of this thesis was AN assessment of the value of the Orco Property Group Company. It required making out a strategic analysis, financial analysis and working out a financial plan. For the actual valuing I decided to choose the DCF Equity method.
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Khalil, Medhat. "Exploring Beta’s Changing Behavior ofSwedish Real Estate Stocks." Thesis, KTH, Fastigheter och byggande, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-131473.

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This study aims to analyze the beta and risk behavior of the Swedish listed real estate stocks. Such a study will provide a clearer picture for investors and researchers about the changing nature of that behavior over time. The research method is based on descriptive statistics and CAPM beta regression analysis of the monthly returns. Correlation analysis is employed to identify diversification benefits within the sector stocks. In order to understand the behavior of beta/riskiness over time, the stationary and time-varying beta estimations are conducted using CAPM market excess-return model a
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Ojeabulu, Godspower, and Chukwuemeka Okoye. "Using Beta as an Investment Strategy (A study of the Swedish Equity Market)." Thesis, Mälardalen University, School of Education, Culture and Communication, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9766.

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<p>This study investigates the effect of using the different benchmarks stated above to calculate the beta of some Swedish stocks and to form a high risk stock vis-a-vis a low risk stock. The stocks will be combined in different forms (scenarios) i.e. High beta stocks, low beta stocks and a mixture of both high and low beta stocks to form a portfolio of stocks and tested to see the performance level of the individual scenarios.<strong></strong></p>
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SILVA, ANDRE LUIS FERREIRA DA. "STABILITY OF EQUITY BETA IN BRAZILIAN STOCK MARKET: AN ASSESSMENT ON HIGHLY VOLATILE PERIODS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2014. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=28538@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO<br>O Capital Asset Pricing Model (CAPM) é o modelo mais difundido e utilizado para determinação do custo de capital de empresas e estimação do retorno esperado de ações. Neste modelo, o parâmetro fundamental é o beta, que define a intensidade em que determinado ativo é exposto aos retornos do mercado. O objetivo deste trabalho é avaliar a estabilidade dos betas de uma vasta quantidade de ações no mercado brasileiro em três
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Abdullah, M. "Asset pricing with empirical, zero-beta, macro and state variables in international equity markets." Thesis, University of Salford, 2018. http://usir.salford.ac.uk/47224/.

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This study aims to improve asset pricing by using empirical, zero-beta, macro and state variables. Firstly, we improve asset pricing with empirical factors as we find the gap that the five-factor model augmented with momentum factor, is yet to be examined in international equity markets. We use the time-series and cross-sectional tests to assess the performance of this six-factor model and compare the performance with other traditional asset pricing models. Findings suggest that the five-factor model improves with the addition of momentum factor. Secondly, we attempt to improve asset pricing b
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Siziba, Innocent. "The implications of forcing beta from one down towards beta neutrality on key risk and return and other measures in long only mean variance efficient equity portfolios." Diss., University of Pretoria, 2015. http://hdl.handle.net/2263/52320.

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Hedge fund strategies such as the equity market neutral have provided significant risk adjusted returns in the form of alpha, but their short selling and debt has made them generally costly and prone to failure under changing market conditions. There is a need to isolate the benefits of long short equity hedging without the added costs and dangers associated with short selling and leverage. Isolating the set of lowest possible market beta long equity portfolios that can mimick long short equity hedging can provide investors cost effective hedge fund replication. A systematic procedure involvi
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Leite, Gustavo Ribas de Almeida. "Hedge de crédito através de equity: uma análise empírica com uso de ativos corporativos brasileiros." reponame:Repositório Institucional do FGV, 2011. http://hdl.handle.net/10438/9777.

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Submitted by Marcia Bacha (marcia.bacha@fgv.br) on 2012-05-10T13:35:50Z No. of bitstreams: 1 343o FGV - Gustavo Ribas).pdf: 1032541 bytes, checksum: d5326372e73d2653dad404e2e9fc68a0 (MD5)<br>Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2012-05-10T13:36:31Z (GMT) No. of bitstreams: 1 343o FGV - Gustavo Ribas).pdf: 1032541 bytes, checksum: d5326372e73d2653dad404e2e9fc68a0 (MD5)<br>Made available in DSpace on 2012-05-10T13:36:38Z (GMT). No. of bitstreams: 1 343o FGV - Gustavo Ribas).pdf: 1032541 bytes, checksum: d5326372e73d2653dad404e2e9fc68a0 (MD5) Previous is
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Persson, Pontus, and Tatiana Dykina. "A European CSR study about the deviation of valuation." Thesis, Umeå universitet, Företagsekonomi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-185719.

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For the last decades, public authorities and private firms have emphasized their focus on integrating sustainability into corporate disclosure. The shift towards CSR instead of the traditional profit maximization narratives is evident in increased demand among various stakeholders for sustainability awareness. Thus, financial and non-financial disclosure legislation have become stricter, forcing companies to be more transparent (European Commission, n.d.). This thesis aims to examine CSR research by arguing from a previously unattended perspective of valuation. Thus, the formulated purpose “is
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Kiesow, Claudia. "Pathogenese der equinen Endometrose: Bedeutung der Wachstumsfaktoren Transforming growth factor-alpha, -beta1, -beta2 und -beta3 sowie der Matrixmetalloproteinase-2." Doctoral thesis, Universitätsbibliothek Leipzig, 2011. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-65079.

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Ziel der vorliegenden Arbeit war die immunhistologische Charakterisierung der Expression der profibrotischen Wachstumsfaktoren Transforming growth factor-beta-1, -beta2 und -beta3 und des Enzyms Matrixmetalloproteinase-2 (MMP-2) im equinen Endometrium während des Zyklus sowie innerhalb der verschiedenen Erscheinungsformen der equinen Endometrose. Zudem wurde der potentielle Einfluss einer gleichzeitig auftretenden Endometritis auf die glanduläre und stromale Wachstumsfaktor- und Enzym-Expression untersucht. Die Ergebnisse dieser Studie sollten klären, ob und inwieweit den untersuchten Wachstum
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Books on the topic "Equity beta"

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Campbell, John Y. Predicting the equity premium out of sample: Can anything beat the historical average? National Bureau of Economic Research, 2005.

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Riedl, Edward J. Information risk and fair value: An examination of equity betas and bid-ask spreads. Harvard Business School, 2009.

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Duncan, Green. From poverty to power: How active citizens and effective states can change the world. Oxfam International, 2008.

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Duncan, Green. From poverty to power: How active citizens and effective states can change the world. Oxfam International, 2008.

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Cornell, Drucilla. The imaginary domain: Abortion, pornography and sexual harrassment. Routledge, 1995.

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Cornell, Drucilla. The imaginary domain: Abortion, pornography & sexual harassment. Routledge, 1995.

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Ghayur, Khalid, Ronan G. Heaney, and Stephen C. Platt. Equity Smart Beta and Factor Investing for Practitioners. Wiley & Sons, Limited, John, 2019.

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Ghayur, Khalid, Ronan G. Heaney, and Stephen C. Platt. Equity Smart Beta and Factor Investing for Practitioners. Wiley & Sons, Incorporated, John, 2019.

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Ghayur, Khalid, Ronan G. Heaney, and Stephen C. Platt. Equity Smart Beta and Factor Investing for Practitioners. Wiley & Sons, Incorporated, John, 2019.

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Auleta, Oreste, and Filippo Stefanini. Directional Equity Strategies of Hedge Funds. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0011.

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This chapter discusses three directional hedge fund strategies: long/short equity, short only, and equity market neutral. These strategies rely on different types of positions that are enumerated and explained using trade examples. A key feature of funds implementing directional strategies is the market exposure best described by gross exposure and beta-adjusted net exposure. In long/short equity funds, money managers often use yield enhancement strategies based on option overlays. A review of different management styles explicates the heterogeneity of hedge funds and liquid alternatives that
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Book chapters on the topic "Equity beta"

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Buchner, Axel. "Alpha and Beta in Private Equity." In The Palgrave Encyclopedia of Private Equity. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-030-38738-9_32-1.

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Buchner, Axel. "Alpha and Beta in Private Equity." In The Palgrave Encyclopedia of Private Equity. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-81653-6_32.

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Beltrame, Federico, Roberto Cappelletto, and Gabriele Toniolo. "The Capital at Risk Model Applied to the Firms Alpha, Beta and Gamma." In Estimating SMEs Cost of Equity Using a Value at Risk Approach. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137389305_6.

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Hausmann, Daniel, Nir Piterman, Irmak Sağlam, and Anne-Kathrin Schmuck. "Fair $$\omega $$-Regular Games." In Lecture Notes in Computer Science. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-57228-9_2.

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AbstractWe consider two-player games over finite graphs in which both players are restricted by fairness constraints on their moves. Given a two player game graph $$G=(V,E)$$ G = ( V , E ) and a set of fair moves $$E_f\subseteq E$$ E f ⊆ E a player is said to play fair in G if they choose an edge $$e\in E_f$$ e ∈ E f infinitely often whenever the source node of e is visited infinitely often. Otherwise, they play unfair. We equip such games with two $$\omega $$ ω -regular winning conditions $$\alpha $$ α and $$\beta $$ β deciding the winner of mutually fair and mutually unfair plays, respectively. Whenever one player plays fair and the other plays unfair, the fairly playing player wins the game. The resulting games are called fair$$\alpha /\beta $$ α / β games.We formalize fair $$\alpha /\beta $$ α / β games and show that they are determined. For fair parity/parity games, i.e., fair $$\alpha /\beta $$ α / β games where $$\alpha $$ α and $$\beta $$ β are given each by a parity condition over G, we provide a polynomial reduction to (normal) parity games via a gadget construction inspired by the reduction of stochastic parity games to parity games. We further give a direct symbolic fixpoint algorithm to solve fair parity/parity games. On a conceptual level, we illustrate the translation between the gadget-based reduction and the direct symbolic algorithm which uncovers the underlying similarities of solution algorithms for fair and stochastic parity games, as well as for the recently considered class of fair games in which only one player is restricted by fair moves.
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Rezende, A. S. C., M. L. L. Costa, V. P. Ferraz, et al. "Effect of storage period on the chemical composition and beta-carotene concentration in estilosantes hay varieties for feeding equine." In Forages and grazing in horse nutrition. Wageningen Academic Publishers, 2012. http://dx.doi.org/10.3920/978-90-8686-755-4_35.

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Günaydin, A. Doruk. "Predicting Equity Returns in Developed Markets." In Recent Applications of Financial Risk Modelling and Portfolio Management. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-5083-0.ch004.

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This chapter examines the relation between various firm-specific variables and the cross-section of equity returns in 26 developed countries. Univariate portfolio analyses using equal-weighted returns show that low beta, book-to-market equity, and momentum analysis are also priced in the cross-section of developed market returns, whereas short-term reversal and downside beta manifest themselves in the opposite direction. Univariate portfolio analysis based on value-weighted returns reveal that the predictive power of book-to-market equity and short-term reversal is driven by small stocks. Multivariate firm-level cross-sectional regression analysis document that momentum, short-term reversal, illiquidity, idiosyncratic volatility, hybrid tail risk, lower partial moment are related to expected stock returns. Overall, the most robust cross-sectional predictor in developed market is found to be return momentum.
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"Levered Beta Moves as Debt to Equity Moves." In Practitioner's Complete Guide to M&As. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119200864.ch35.

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Krokida, Styliani-Iris A., Spyros I. Spyrou, and Dimitris A. Tsouknidis. "Liquidity and Beta Herding in Emerging Equity Markets." In Handbook of Investors' Behavior During Financial Crises. Elsevier, 2017. http://dx.doi.org/10.1016/b978-0-12-811252-6.00018-9.

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Boudt, Kris, Joakim Darras, Giang Ha Nguyen, and Benedict Peeters. "Smart Beta Equity Investing Through Calm and Storm." In Risk-Based and Factor Investing. Elsevier, 2015. http://dx.doi.org/10.1016/b978-1-78548-008-9.50008-3.

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Oni, Olabanji, and Prince Sivalo Mahlangu. "Promoting Entrepreneurship Education Through Valuation of Cost of Equity." In Advances in Business Strategy and Competitive Advantage. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-3171-6.ch015.

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This chapter provided an extensive discussion on promoting entrepreneurship education using capital asset pricing model (CAPM) and Gordon dividend discount Model in the valuation of cost of equity. Researchers have debated on the valid model for valuation cost of equity capital. There are two main models that can be used in the valuation of cost of equity capital; these are CAPM and the Gordon dividend discount model. The Gordon dividend discount model proposed by Myron Gordon is grounded on conventional assumptions. Gordon dividend discount model is built around the future value of dividends expected by the company's shareholders in line with the anticipated growth rate provided. However, CAPM sets its estimation of determining the expected return of a single asset on beta coefficient (β), which is difficult to predict. Predicting of β is based on a company's historical returns and the model asserts that historical returns of a company's stock can help in determining the future return of that stock. Practically, this is undoubtedly difficult to ascertain.
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Conference papers on the topic "Equity beta"

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"Asymmetric Betaís in Bull and Bear Markets: Evidence from US Equity REITs." In 14th Annual European Real Estate Society Conference: ERES Conference 2007. ERES, 2007. http://dx.doi.org/10.15396/eres2007_291.

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Limem, A., G. Delmaire, M. Puigt, G. Roussel, and D. Courcot. "Non-negative Matrix Factorization using weighted beta divergence and equality constraints for industrial source apportionment." In 2013 IEEE International Workshop on Machine Learning for Signal Processing (MLSP). IEEE, 2013. http://dx.doi.org/10.1109/mlsp.2013.6661903.

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De Freitas, Rosiane, Bruna Mariana Souza, Juliana Magalhães, and Júlia Luiza Conceição. "El@s programam para el@s: desenvolvimento de um app como uma ferramenta de defesa a mais para as mulheres." In Women in Information Technology. Sociedade Brasileira de Computação - SBC, 2020. http://dx.doi.org/10.5753/wit.2020.11296.

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Este trabalho aborda uma ação multidisciplinar de parceria entre computação e direitos digitais e das mulheres, envolvendo a OAB-AM e a UFAM, através do projeto Cunhantã Digital, para o desenvolvimento de um aplicativo para telefone celular gratuito e de fácil uso, para ser mais uma forma de defesa para as mulheres em situação de possível perigo ou mesmo em perigo real. O app SOS El@s envia mensagem de SMS e outras informações a contatos de confiança, bem como abre chamada para a polícia automaticamente, isto apenas usando botões externos do aparelho de celular. Foi formada uma equipe mista de
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Coelho, Artur Temporal, Allan Cedric Gouvea Bruglimann Alves da Silva, Guilherme de Lima Sampaio, Hendrik Kees Koppe, Milena Mendes Francisco, and Renan Augusto Molina Venturim. "TDP da Equipe Yapira de Robótica UFPR - Mini Sumô Beth - Salão de Robótica 2022." In VI Salão de Robótica. Even3, 2023. http://dx.doi.org/10.29327/9788557227934.532037.

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"EL CONSUMO DE ALCOHOL EN INTENTOS DE SUICIDIO Y AUTOLESIONES DE PERSONAS INGRESADAS EN EL SERVICIO DE URGENCIAS DEL HOSPITAL DE BEJA, PORTUGAL." In 23° Congreso de la Sociedad Española de Patología Dual (SEPD) 2021. SEPD, 2021. http://dx.doi.org/10.17579/sepd2021p025v.

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El suicidio es un problema de salud pública mundial. Según la Organización Mundial de la Salud, 1 de cada 100 personas muere anualmente por suicidio. Una de las prioridades de investigación en suicidología es la vigilancia epidemiológica de los intentos de suicidio y las autolesiones, incluido el consumo de alcohol, ya que esto puede aumentar la impulsividad durante una crisis suicida. Objetivos: Evaluar la prevalencia del consumo de alcohol como método suicida en pacientes ingresados en el Servicio de Urgencias del Hospital de Beja, Portugal. Métodos: El equipo identificó a los pacientes ingr
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Arandías Puche, Cecilia, Pedro Arrieta Pérez, and Erick Ramos Sánchez. "APRENDIENDO MATEMÁTICAS CON UN SERVIDOR PRIVADO VIRTUAL Y CECILIA." In II Congreso de Creatividad e Innovación en Educación. Universidad Internacional de Ciencia y Tecnología, 2023. http://dx.doi.org/10.47300/978-9962-738-17-6-29.

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El uso de la tecnología en la educación se ha expandido, por diferentes razones que incluyen, más no se limitan a la manera de captar la atención de los dicentes. Para nadie es un secreto lo laborioso que puede ser para los docentes la planificación y entrega de contenidos y formación de competencias en estos tiempos. El objetivo de esta investigación fue el desarrollo de una metodología sencilla, practica, fácil de seguir, que pudiera ser replicada por otros docentes para obtener un recurso instruccional flexible, escalable, potente, seguro, económico y versátil y el desarrollo de un prototip
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7

Souza, Gláucia Benevenute De Mendonça. "A IMPORTÂNCIA DO ACOMPANHAMENTO NEONATAL NA CRIAÇÃO DE EQUINOS." In I Congresso Brasileiro Online de Práticas Veterinárias: Uma abordagem para animais de grande porte e produção Animal. Revista Multidisciplinar em Saúde, 2022. http://dx.doi.org/10.51161/granvet-50.

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Introdução: A trajetória de um cavalo atleta depende de alguns fatores ao longo de sua vida, sendo os principais acontecimentos decorridos durante seus primeiros anos de vida, com ênfase em seu período neonatal. Objetivos: Relatar a importância de se oferecer um acompanhamento especializado ao neonato equino, evitando possíveis problemas que possam culminar em óbito ou ao seu insucesso na carreira esportiva. Material e Métodos: Material bibliográfico acerca do tema discutido encontrados nos sites BEVA e ScienceDirect no ano de 2022. Resultados: Os cuidados com um neonato devem ser tomados desd
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8

Souza, Gláucia Benevenute De Mendonça. "A IMPORTÂNCIA DO ACOMPANHAMENTO NEONATAL NA CRIAÇÃO DE EQUINOS." In I Congresso Brasileiro Online de Práticas Veterinárias: Uma abordagem para animais de grande porte e produção Animal. Revista Multidisciplinar em Saúde, 2022. http://dx.doi.org/10.51161/granvet-54.

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Introdução: A trajetória de um cavalo atleta depende de alguns fatores ao longo de sua vida, sendo os principais acontecimentos decorridos durante seus primeiros anos de vida, com ênfase em seu período neonatal. Objetivos: Relatar a importância de se oferecer um acompanhamento especializado ao neonato equino, evitando possíveis problemas que possam culminar em óbito ou ao seu insucesso na carreira esportiva. Material e Métodos: Material bibliográfico acerca do tema discutido encontrados nos sites BEVA e ScienceDirect no ano de 2022. Resultados: Os cuidados com um neonato devem ser tomados desd
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9

Perez-Blanco, H. "Optimization of Wind Energy Capture Using BET." In ASME 2011 Turbo Expo: Turbine Technical Conference and Exposition. ASMEDC, 2011. http://dx.doi.org/10.1115/gt2011-46302.

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The Blade Element Theory (BET) has been used to predict performance of wind turbines, and to optimize energy extraction from the wind. A literature search shows that the number of parameters that can be varied to attempt optimization within BET varies for different authors. However, a repeated assumption is that the BE should be operating at the incidence angle resulting in maximum lift to drag ratio. In the present work, the incidence angle is one of the parameters varied for optimization, along with five others: the two induction factors, the chord, and the flow and setting angles. The optim
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Quiles Zamora, Vicente, Eduardo Iáñez, Mario Ortiz, and José María Azorín. "Estudio preliminar de la detección de cambios de velocidad de la marcha a partir de señales EEG." In 11 Simposio CEA de Bioingeniería. Editorial Universitat Politècnica de València, 2019. http://dx.doi.org/10.4995/ceabioing.2019.10034.

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El análisis de las señales cerebrales para la asistencia en pacientes con movilidad reducida es un área de investigación continua en la que las nuevas tecnologías ofrecen un amplio espectro de posibilidades para la ayuda activa como los exoesqueletos y las interfaces cerebro-maquinas (BMI). En este trabajo nos centramos en realizar una interfaz BMI para el control de velocidad del miembro inferior. El objetivo de este estudio es analizar las señales electroencefalográficas (EEG) para obtener un indicador que relacione la información cerebral con marcadores de velocidad en la marcha. Para el pr
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Reports on the topic "Equity beta"

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Campbell, John, and Samuel Thompson. Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? National Bureau of Economic Research, 2005. http://dx.doi.org/10.3386/w11468.

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