The predictive power of multi-factor asset pricing models : evidence from Pakistani banks
Muhammad Salim, Muhammad Arsalan Hashmi, A. Abdullah
| Year of publication: |
2021
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| Authors: | Salim, Muhammad ; Hashmi, Muhammad Arsalan ; Abdullah, A. |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 8.2021, 11, p. 1-10
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| Subject: | Asset Pricing Model | Fama-French Three-Factor Model | Fama-French Five-Factor Model | GRS Test | Expected Portfolio Return | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2021.vol8.no11.0001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012670978