Selected approaches for testing asset pricing models using Polish stock market data (Q2825668)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Selected approaches for testing asset pricing models using Polish stock market data |
scientific article |
Statements
Selected approaches for testing asset pricing models using Polish stock market data (English)
0 references
13 October 2016
0 references
Fama-French three-factor model
0 references
systematic risk
0 references
risk premium
0 references
Warsaw Stock Exchange
0 references
small sample problem
0 references