Improving the Risk-Adjusted Return of the Portfolio by Implementing Capital Productivity in Tehran Stock Capital Productivity in Tehran Stock Exchange (2000-2007)
For assessment of portfolio performance, it's crucial to adjust the return by the risk which is taken. So it seems undeniable that for measuring the risk-adjusted return of portfolio, we need an appropriate and developed model for risk and asset pricing. Fama & French 3 factor model could e...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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University of Tehran
2008-03-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_27742_4d8bb2cb5bd60f317b3d4c60dd92dcbe.pdf |