Presenting a Model for Portfolio Risk Premium Assessment: Evidence from the Tehran Stock Exchange

DOI10.22075/ijnaa.2020.4443OpenAlexW3046473652MaRDI QIDQ5052796

Asgar Pakmaram, Nader Rezaei, Hamid Reza Azizi, Rasoul Abdi

Publication date: 25 November 2022

Full work available at URL: https://ijnaa.semnan.ac.ir/article_4443_3b2909ad038ed91f982cc357cbf31bd8.pdf

zbMATH Keywords

Fama-French three-factor modelFama-French five-factor modelBrousseau five-factor modelCarhart four-factor modelportfolio risk premiumRoy and Shijin six-factor model

Mathematics Subject Classification ID

Suspensions (76T20)

Cites Work

• Common risk factors in the returns on stocks and bonds
• A Property of Bessel Functions and Its Application to the Theory of Two Rheometers

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