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"Just do what you want before it's too late". The book covers fundamental knowledge of Fama and French Three-factor Model in a comparison with Capital Assets Pricing Model (CAPM). It also provides an empirical evidence of the application of those models in London Stock Exchange, United Kingdom. It is presented in a very simple and very easy way to follow. We believe that contents of the book are very helpful for students, researchers and investors in seeking the relevant understanding. We had a very difficult experience in finding out those knowledge; therefore, we really hope that our book can become a close friend of those who are interested in investments and stock markets.
| Autorius: | Vu Quang Trinh, Dipesh Karki, Binam Ghimire, |
| Leidėjas: | Scholars' Press |
| Išleidimo metai: | 2018 |
| Knygos puslapių skaičius: | 60 |
| ISBN-10: | 6202309369 |
| ISBN-13: | 9786202309363 |
| Formatas: | 220 x 150 x 4 mm. Knyga minkštu viršeliu |
| Kalba: | Anglų |
Parašykite atsiliepimą apie „Systematic Risk Determinants of Stock Returns after Financial Crisis: Fama-French Three-factor Model vs CAPM“
