Is value premium driven by risk in the stock exchange of Thailand? : a comparison of the Fama/French three-factor model and Fama/French five-factor model
Year of publication: |
2021
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Authors: | Nongnit Chancharat ; Parichat Sinlapates |
Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 14.2021, 4, p. 314-322
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Subject: | value investing | risk | the three-factor model | the five-factor model | trading strategies | value premium | CAPM | Portfolio-Management | Portfolio selection | Thailand | Risikoprämie | Risk premium | Theorie | Theory |
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