Three-factor asset pricing model and portfolio holdings of foreign investors : evidence from an emerging market - Borsa Istanbul
Year of publication: |
2015
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Authors: | Ceylan, Nildağ Başak ; Dogan, Burak ; Berument, Hakan |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 28.2015, 1, p. 467-486
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Subject: | Fama–French three-factor model | foreign portfolio investment | portfolio returns | Portfolio-Investition | Foreign portfolio investment | Portfolio-Management | Portfolio selection | CAPM | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Türkei | Turkey | Anlageverhalten | Behavioural finance | Auslandsinvestition | Foreign investment |
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