Anh Phong Nguyen; Hoang Anh Nguyen; Thi Hong Minh Ho; … - In: Cogent economics & finance 7 (2019) 1, pp. 1-12
This study aims at assessing the risk-return profile of stock portfolios by different levels of the foreign ownership ratio. The paper also evaluates the performance of portfolios by their size and the book-to-market ratio (BTM). In this study, we apply GMM approach with the data computed from...