Essays about: "ersan"
Found 1 essay containing the word ersan.
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1. Book-to-Market Effect and Fama French Model in Bear – Bull Markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Book-to-market Effect is one of the facts that cannot be explained by market factor in CAPM. The premium between the returns on high and low B/M portfolios is asserted to be the compensation for the associated risk, therefore HML risk factor was formed in order to capture the risk premium in the studies of Fama and French (1992, 1993, 1996). READ MORE
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