An Application of Factor Pricing Models to the Polish Stock Market
Year of publication: |
2018
|
---|---|
Authors: | Zaremba, Adam |
Other Persons: | Czapkiewicz, Anna (contributor) ; Szczygielski, Jan (contributor) ; Kaganov, Vitaly (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Aktienmarkt | Stock market | Polen | Poland | CAPM |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 23, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3237925 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Urba´nski, Stanislaw, (2020)
-
Feder-Sempach, Ewa, (2022)
-
Is D-CAPM Superior to CAPM When Assessing Investment Risk on the Polish Stock Market?
Cwynar, Wiktor, (2013)
- More ...
-
An application of factor pricing models to the Polish stock market
Zaremba, Adam, (2019)
-
Limits to Arbitrage, Investor Sentiment, and Factor Returns in International Government Bond Markets
Zaremba, Adam, (2019)
-
And the Winner Is…A Comparison of Valuation Measures for Country Asset Allocation
Zaremba, Adam, (2019)
- More ...