An augmented capital asset pricing model using new macroeconomic determinants

by Chinh Duc Pham, Le Tan Phuoc
Published 2020-10-01

Is estimating the Capital Asset Pricing Model using monthly and short-horizon data a good choice?

by Chinh Duc Pham, Le Tan Phuoc
Published 2020-07-01

Corrigendum to “An augmented capital asset pricing model using new macroeconomic determinants” [Heliyon 6 (10) October 2020 e05185]

by Chinh Duc Pham, Le Tan Phuoc
Published 2020-12-01

The systematic risk estimation models: A different perspective

by Le Tan Phuoc, Chinh Duc Pham
Published 2020-02-01