Introducing additional factors for the Brazilian market in the fama-french five-factor asset pricing model

Introducing additional factors for the Brazilian market in the fama-french five-factor asset pricing model

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Bibliographic Details
Main Author: Lagnado, Leonardo Mathiazzi
Other Authors: Yoshinaga, Claudia Emiko
Language:English
Published: 2016
Subjects:
Three-factor
Five-factor
Seven-factor
Book-to-market
Profitability
Investment
Capital Asset Pricing Model
Stock returns
Risk-return relationship
Economia
Ações (Finanças) - Brasil
Mercado de capitais - Brasil
Modelo de precificação de ativos
Avaliação de riscos
Online Access:http://hdl.handle.net/10438/17047

Internet

http://hdl.handle.net/10438/17047

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