MODELING PORTFOLIO RETURNS ON BUCHAREST STOCK EXCHANGE USING THE FAMA-FRENCH MULTIFACTOR MODEL
Year of publication: |
2015
|
---|---|
Authors: | ANGHEL, Andrei ; DUMITRESCU, Dalina ; TUDOR, Cristiana |
Published in: |
Journal for Economic Forecasting. - Institutul de Prognoza Economica. - 2015, 1, p. 22-46
|
Publisher: |
Institutul de Prognoza Economica |
Subject: | Fama–French three-factor model | asset pricing | GRS test | Romanian equity market |
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