Size and value premium in international portfolios: evidence from 15 european countries
Skúmanie výkonnosti 15 európskych akciových trhov. Roztriedenie akcií do portfólií podľa trhovej kapitalizácie a pomeru trhovej ceny akcie k účtovnej hodnote. Trojfaktorový model Fama-French. Závislé a nezávislé premenné modelu. Oceňovanie aktív.
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| Language: | English |
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