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...
Main Author: | |
---|---|
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 |