نتایج جستجو برای: fama french five factor model
تعداد نتایج: 3170742 فیلتر نتایج به سال:
We present a brief overview of empirically supported risk factors of bulimic behavior. We then propose an empirically supported, interactive, three-factor model of bulimic symptom occurrence from which we derive clinical implications for assessment, treatment, and prevention. Our research finds that perfectionism, body dissatisfaction, and self-esteem interact to predict bulimic symptoms. In pa...
As documented in Fama and French (1992), small firms’ expected equity returns are usually larger than big firms.’ Notably, Fama and French (1995) attributed this return pattern, dubbed as size premium, to a notion that small firms are assigned a higher risk premium because they face greater risk of distress. However, “distress anomaly” papers including Campbell, Hilscher, and Szilagyi (2008) em...
Environmental portfolios via screening or optimization with respect to ecological criteria are not clear-cut concepts. Often, they urge investors reduce the asset universe, which is accompanied by diversification losses. In this article, we show that a simple passive selection strategy based on environmental allows adjust their without compromising even reducing risk-adjusted financial performa...
The present study analyzed the psychometric proprieties of the Adult Inventory of Procrastination (AIP) by McCown and Johnson (1989) with an adult Italian sample (n = 305) by comparing three construct models. Models included: 1) the original uni-dimensional structure; 2) a Spanish model with two components — lack of punctuality and lack of planning (Díaz Morales, Ferrari, Diaz, & Argumendo, 200...
The current research investigates the factors influencing patient satisfaction with pharmacy services at King Fahd Armed Forces Hospital (KFAFH). This research proposes and tests a three-factor model that influence patient satisfaction. These factors include accessibility, availability of medications, and pharmacy staff attitude as independent variables, while the dependent variable is patient ...
Because of external financing costs, private business owners often need to self-finance new investment projects. These self-financing needs create an incentive for business owners to hold financial assets whose payoffs are positively correlated with self-financing needs. If this effect is aggregated, expected returns on financial assets should be negatively correlated with aggregate private inv...
Optimizing portfolio has been a popular topic since it was proposed because can reduce the investment risk. This study selected five active stocks from different industries, including Online E-Commerce, Commercial Banks, Motor Vehicles, Mobile Communication Production, and Telecommunications. Then they were allocated into kinds of portfolios, which are tangency portfolios minimum variance under...
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