Browsing Bachelor of Business Administration, Economics, Finance and Accounting by Subject "Pricing"
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Relative performance of the camp, the fame-french 3-factor and the carhart 4-factor models in the context of Ho Chi Minh stock exchange
(International University - HCMC, 2016)Sharpe (1964) and Lintner (1965) revolutionize the way academics and practitioners define and determine asset returns by introducing the Capital Asset Pricing Model (CAPM). Until now, it is still the dominant model in terms ... -
Testing the advance asset pricing model with multi-factors: Beta, Firm-size, book to market value on stock returns in VietNam market
(International University HCMC, Vietnam, 2013)Testing the advance asset pricing model with multi-factors: Beta, Firm-size, book to market value on stock returns in VietNam market