Y. Peter Chung, Herb Johnson, Michael J. Schill, Asset Pricing When Returns Are Nonnormal: Fama‐French Factors versus Higher‐Order Systematic Comoments, The Journal of Business, Vol. 79, No. 2 (March ...

An online search would mostly take you to some websites with ready-made lists. Most often, the schemes may be shortlisted on ...

On the other hand, if a company does not pay dividends, or if you simply want a method that can be applied to all stocks, the capital asset pricing model (CAPM) could be the better way to go.

It calculates the excess return generated by the portfolio over the expected return, which is predicted by the capital asset pricing model (CAPM). This metric is also commonly referred to as ...

Article citations More>> Brusov, P., Tatiana, F., & Veniamin, K. (2023b). Capital Asset Pricing Model 2.0: Account of Business and Financial Risk. has been cited by the following article: TITLE: ...