The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market
Year of publication: |
2017
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Authors: | Khudoykulov, Khurshid |
Published in: |
American journal of finance and accounting. - Genève : Inderscience Enterprises Ltd., ISSN 1752-7767, ZDB-ID 2449731-9. - Vol. 5.2017, 1, p. 51-63
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Subject: | APT | arbitrage pricing theory | beta | risk | asset return | non-market risk | macro-economic factor | factor loadings | Theorie | Theory | CAPM | Kapitaleinkommen | Capital income | Arbitrage Pricing | Arbitrage pricing | Portfolio-Management | Portfolio selection | Arbitrage | Schätzung | Estimation | Betafaktor | Beta risk | Risiko | Risk | Aktienmarkt | Stock market |
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