Code: 06824901
This study aims to test, on a specific§sample, if abnormal returns or alpha, as defined§by the Capital Asset Pricing Model (CAPM) and the§Fama-French Three Factor Model (FF-TFM), can be§explained by the risk of failure measured us ... more
You get 137 loyalty points
This study aims to test, on a specific§sample, if abnormal returns or alpha, as defined§by the Capital Asset Pricing Model (CAPM) and the§Fama-French Three Factor Model (FF-TFM), can be§explained by the risk of failure measured using the§Skogsvik probability of default model. The study§tests data over a 20 year period for 133 Swedish§listed companies within the sectors manufacturing,§quarrying and mining, and IT.
Book category Books in English Economics, finance, business & management Economics
54.89 €
Collection points Bratislava a 2642 dalších
Copyright ©2008-24 najlacnejsie-knihy.sk All rights reservedPrivacyCookies
Shopping cart ( Empty )