The predictive power of multi-factor asset pricing models : evidence from Pakistani banks
Year of publication: |
2021
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Authors: | Salim, Muhammad ; Hashmi, Muhammad Arsalan ; Abdullah, A. |
Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 8.2021, 11, p. 1-10
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Subject: | Asset Pricing Model | Fama-French Three-Factor Model | Fama-French Five-Factor Model | GRS Test | Expected Portfolio Return | CAPM | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory |
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