Multifactor Model of Risk and Return: APT to Fama and French Five Factor Model

This article is a literature review that discusses the articles of financial experts who popularized the method of calculating expected portfolio returns using economic factors that are considered to have an influence on the value of the portfolio greater than or equal to the influence exerted by m...

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Bibliographic Details
Main Author: Harold Kevin Alfredo
Format: Article
Language:English
Published: cita konsultindo 2023-11-01
Series:Asian Journal of Management, Entrepreneurship and Social Science
Subjects:
Online Access:http://www.ajmesc.com/index.php/ajmesc/article/view/594