Alternatif Finansal Varlık Fiyatlama Modellerinin Performanslarının Analizi

Author:

BÜBERKÖKÜ Önder

Publisher

Akademik Dusunce Enstitusu

Reference52 articles.

1. Acarvi, S.K.ve Karaomer,Y. (2017). Fama-French Five Factor Model: Evidence From Turkey. International Journal of Economics and Financial Issues, 7(6), 130-137.

2. Aleati, A., Gottardo, P. ve Murgia, M. (2000). The Pricing of Italian Equity Returns. Economic Notes, 29(2),153-177.

3. Ang, A., Liu, J. ve Schwarz, K. (August 7, 2018). Using Stocks or Portfolios in Tests of Factor Models AFA 2009 San Francisco Meetings Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper. SSRN, https://ssrn.com/abstract= 1106463. Erişim Tarihi: 06.09.2019.

4. Annink, M. ve Larsson, R. (2019). Introduction of the Academic Factor Quality Minus Junk to a Commercial Factor Model and its Effect on the Explanatory Power: An OLS Regression on Stock Returns. KTH Royal Institute of Technology, School of Engineering Sciences,1-67. http://kth.diva-portal.org/smash/get/ diva2:1334718 /FULLTEXT 01. pdf. Erişim Tarihi: 02.09.2019.

5. Aras, G., Çam, İ., Zavalsız, B.ve Keskin, S. (2019). Fama-French Çok Faktör Varlık Fiyatlama Modellerinin Performanslarının Karşılaştırılması: Borsa İstanbul Üzerine Bir Uygulama. Istanbul Business Research, 47(2),183-207.

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