A study to check the applicability of Fama and French, three-factor model on KSE 100-Index from 2004 - 2014
Year of publication: |
2015
|
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Authors: | Abbas, Nahzat ; Khan, Jahanzeb ; Aziz, Rabia ; Sumrani, Zain |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 6.2015, 1, p. 90-100
|
Subject: | value investing | value premium | size premium | portfolio management | investment strategies | asset pricing model | Portfolio-Management | Portfolio selection | CAPM | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Risikoprämie | Risk premium |
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