Presenting a Model for Portfolio Risk Premium Assessment: Evidence from the Tehran Stock Exchange (Q5052796)

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scientific article; zbMATH DE number 7623567
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Presenting a Model for Portfolio Risk Premium Assessment: Evidence from the Tehran Stock Exchange
scientific article; zbMATH DE number 7623567

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    25 November 2022
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    portfolio risk premium
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    Fama-French three-factor model
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    Fama-French five-factor model
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    Carhart four-factor model
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    Brousseau five-factor model
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    Roy and Shijin six-factor model
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    Presenting a Model for Portfolio Risk Premium Assessment: Evidence from the Tehran Stock Exchange (English)
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