Browsing Bachelor of Business Administration, Economics, Finance and Accounting by Subject "Statistical comparison ; Asset pricing"
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A statistical comparison of the capm, fama and French three factor model and carhart four factor model - Evidence from VietNam
(International University - HCMC, 2017)This study make statistical comparison among three widely used asset pricing models which are the traditional CAPM, Fama and French three factor model and Carhart four factor model using time series multiple regression on ...