A Study on the Determinants of Stock Returns, in Comparison of the Fama-French Models-Reference-Cited by-同舟云学术

A Study on the Determinants of Stock Returns, in Comparison of the Fama-French Models

Published:2022-01-14 Issue: Volume: Page:
ISSN:
Container-title:2022 13th International Conference on E-Education, E-Business, E-Management, and E-Learning (IC4E)
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Author:

He Yuxiao¹,Li Duanwen²,Wu Yudi³,Lu Zhaowei⁴,Ju Lin⁵

Affiliation:

1. College of International Management, Ritsumeikan Asia Pacific University, Japan

2. School of Electronic and Optical Engineering, Nanjing University of Science and Technology, China

3. Department of Mathematics, University College London, UK

4. School of Economics and Management, Inner Mongolia University of Technology, China

5. International College, Zhengzhou University, China

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3514262.3514334

Reference12 articles.

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2. Chijoo Lee ( 2019 ). Financing method for real estate and infrastructure development using Markowitz's portfolio selection model and the Monte Carlo simulation. Engineering , Construction and Architectural Management , Volume 26 , Issue 9. PP 2008-2022. Chijoo Lee (2019). Financing method for real estate and infrastructure development using Markowitz's portfolio selection model and the Monte Carlo simulation. Engineering, Construction and Architectural Management, Volume 26, Issue 9. PP 2008-2022.

3. Wei Na Jiang ; Bin Shan Ju; Guang Hua Zhai; Ya Qiang Chen; Liang Wei ( 2014 ). Study on Application of Markowitz‘s Portfolio Selection Theory in Overseas Petroleum Venture Investment Decision. Advanced Materials Research . Wei Na Jiang; Bin Shan Ju; Guang Hua Zhai; Ya Qiang Chen; Liang Wei (2014). Study on Application of Markowitz‘s Portfolio Selection Theory in Overseas Petroleum Venture Investment Decision. Advanced Materials Research.

4. Research on the application of Fama-French 5-factor model in the steel industry during COVID-19;Hou Dingwen;Journal of Physics: Conference Series,2021

5. Volume 1865 Issue 4. DOI: 10.1088/1742-6596/1865/4/042104 10.1088/1742-6596

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