Comparing Factor Models in the Indian Stock Market
Which factor model better explains portfolio return variation in India? This study compares the Fama French Three Factor Model, Carhart Four Factor Model & Fama French Five Factor Model in the Indian Stock Market. S&P BSE 100 index companies are studied over 16 years, i.e., April 2005 to June 2021....
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| Auteur principal: | |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
UJ Press
2025-05-01
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| Collection: | Journal of BRICS Studies |
| Sujets: | |
| Accès en ligne: | https://journals.uj.ac.za/index.php/jbs/article/view/3584 |
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