Value Investment Strategies and Asset Pricing: A Case of Pakistan Stock Exchange (PSX)
The Capital Asset Pricing Model (CAPM) measures only a linear relationship between the Risk and the Return. However, market dynamics and anomalies calls for understanding the relationship in between risk and return from non-linear perspective. Thus, current study explores an opportunity to study as...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Shaheed Zulfikar Ali Bhutto Institute of Science and Technology
2021-06-01
|
| Series: | JISR Management and Social Sciences & Economics |
| Subjects: | |
| Online Access: | https://jisrmsse.szabist.edu.pk/index.php/szabist/article/view/226 |