Do factors matter for predicting high-risk stock returns? : comparison of single-, three- and five-factor CAPM
Muhammad Adnan Arshad, Saira Munir, Bashir Ahmad and Muhammad Waseem
| Year of publication: |
2019
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|---|---|
| Authors: | Arshad, Muhammad Adnan ; Munir, Saira ; Ahmad, Bashir ; Waseem, Muhammad |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 6.2019, 2, p. 1-16
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| Subject: | CAPM | size | value | investment | profitability | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Rentabilität | Profitability | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786319500154 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012167498