| Tài liệu tham khảo |
Loại |
Chi tiết |
| 5. Ajili, Souad, (2005) “The Capital Asset Pricing Model and the Three Factor Model of Fama and French Revisited in the Case of France”Working Paper,vol. 47, no. 6 (December): 57-66 |
Sách, tạp chí |
| Tiêu đề: |
The Capital Asset Pricing Model and the Three Factor Model of Fama and French Revisited in the Case of France"” "Working Paper |
|
| 6. Bhavna Bahl (2006), “Testing the Fama and French Three-Factor Model and Its Variants for the Indian Stock Returns” Financial Analysts Journal, Vol. 60, No. 2 pp. 57-73 |
Sách, tạp chí |
| Tiêu đề: |
Testing the Fama and French Three-Factor Model and Its Variants for the Indian Stock Returns” "Financial Analysts "Journal |
| Tác giả: |
Bhavna Bahl |
| Năm: |
2006 |
|
| 7. Chen, Josephand Harrison Hong(2002), “Discussion of “Momentum and Autocorrelation in Stock Returns”,The Review of Financial Studies, 15, pp. 565-573 |
Sách, tạp chí |
| Tiêu đề: |
Discussion of “Momentum and Autocorrelation in Stock Returns |
| Tác giả: |
Chen, Josephand Harrison Hong |
| Năm: |
2002 |
|
| 8. Dar-Hsin Chen , Chun-Da Chen , Chih-Chun Chen (2009), “VaR and the Cross-Section of Expected Stock Returns: An Emerging Market Evidence”, Working Paper |
Sách, tạp chí |
| Tiêu đề: |
VaR and the Cross-Section of Expected Stock Returns: An Emerging Market Evidence |
| Tác giả: |
Dar-Hsin Chen , Chun-Da Chen , Chih-Chun Chen |
| Năm: |
2009 |
|
| 9. Elhaj Mabrouk Walid &Elhaj Mohamed Ahlem (2007) “New Evidence on the Applicability of Fama and French Three-Factor Model to the Japanese Stock”Journal of Financial Economics 31, pp.3- 54 |
Sách, tạp chí |
| Tiêu đề: |
New Evidence on the Applicability of Fama and French Three-Factor Model to the Japanese Stock |
|
| 10. Engle, Manganelli (2001), “Value at Risk Models in Finance”, ECB Working Paper No.75 |
Sách, tạp chí |
| Tiêu đề: |
Value at Risk Models in Finance |
| Tác giả: |
Engle, Manganelli |
| Năm: |
2001 |
|
| 11. Fama, Eugene F., and Kenneth R. French (1993), “Common RIsk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics 33, pp.3- 56 |
Sách, tạp chí |
| Tiêu đề: |
Common RIsk Factors in the Returns on Stocks and Bonds |
| Tác giả: |
Fama, Eugene F., and Kenneth R. French |
| Năm: |
1993 |
|
| 12. Fama, E. and French, K. (1996), “Multifactor explanations of asset pricing anomalies”, Journal of Finance, Vol. 41, pp. 55-84 |
Sách, tạp chí |
| Tiêu đề: |
Multifactor explanations of asset pricing anomalies |
| Tác giả: |
Fama, E. and French, K |
| Năm: |
1996 |
|