Test of Fama and French Three-Factor Model Components Effects on Portfolio Return Variance
The purpose of this study is to test the Fama and French three-factor model in Tehran Stock Exchange. In order to do this, six portfolios including 616 stocks were formed for the years 2004-2009, regarding the size and the book values to the market value ratio. The results indicated that the beta, t...
Guardado en:
| Autores principales: | , |
|---|---|
| Formato: | article |
| Lenguaje: | FA |
| Publicado: |
Shahid Bahonar University of Kerman
2013
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/8287824c3d884022a358d48b1652be62 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|