Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Tarek Masmoudi"'
Publikováno v:
Financial Analysts Journal. 74:57-85
During the last two decades, the relationship between economic growth and equity returns has been weak across global stock markets. Economic growth has not been a good proxy for dividend-per-share ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::41b9b4102f4b0fb7f9b525150e1e8f20
https://doi.org/10.2469/faj.v74.n4.4
https://doi.org/10.2469/faj.v74.n4.4
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 14:313-328
This paper tests the Fama-French three-factor pricing model augmented by a momentum factor on the Canadian stock market. Using Fama-French’s methodology to construct the risk factors, the average annual premium obtained for the market, size, book-t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d8720fce767df2911c85747c6c202e2f
https://doi.org/10.1016/j.intfin.2003.09.001
https://doi.org/10.1016/j.intfin.2003.09.001
Publikováno v:
SSRN Electronic Journal.
This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel (2010). We characterize the set of equilibria for this portfolio management game and show that there exists a unique Pareto optimal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e4318cbb7fbb73418d8dd4258c0d226d
https://doi.org/10.2139/ssrn.1265006
https://doi.org/10.2139/ssrn.1265006