Mukoyi, Lenia; Kanayo, Ogujiuba - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-22
The quest for parsimonious models has been a key objective in asset pricing. However, there appears to be no consensus … on the most successful asset pricing strategy in the literature, especially for the South African Market. Using financial … several asset pricing models and their capacity to account for market anomalies in the JSE’s resources, industrial, and …