Systematic Risk Determinants of Stock Returns after Financial Crisis - Fama-French Three-factor Model vs CAPM

"Just do what you want before it's too late". The book covers fundamental knowledge of Fama and French Three-factor Model in a comparison with Capital Assets Pricing Model (CAPM). It also provides an empirical evidence of the application of those models in London Stock Exchange, United Kingdom. It is presented in a very simple and very easy way to follow. We believe that contents of the book are very helpful for students, researchers and investors in seeking the relevant understanding. We had a very difficult experience in finding out those knowledge; therefore, we really hope that our book can become a close friend of those who are interested in investments and stock markets.

Info autore

Vu Quang Trinh - PhD researcher, seminar lecturer in Finance at Newcastle University (UK). Graduated with honors from Northumbria University (UK) with master's degree in Global Financial Management, and from HCMC University of Economics (Vietnam) with a bachelor degree in Finance and Banking. Research expertise is in corporate governance, corporate finance, financial markets, etc.

Dettagli sul prodotto

• Autori: Binam Ghimire, Dipes Karki, Dipesh Karki, Vu Quan Trinh, Vu Quang Trinh
• Editore: Scholar's Press
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 17.04.2018
• EAN: 9786202309363
• ISBN: 9786202309363
• Pagine: 60
• Dimensioni: 150 mm x 3 mm x 220 mm
• Peso: 98 g
• Categoria: Guide e manuali > Diritto, professione, finanze > Denaro, banca, borsa