فتاحی, امیر افشین

[ 1 ] - ارزیابی توانمندی مدل‌های تک عاملی و چندعاملی در پیش‌بینی بازده سهام شرکت‌های بورس اوراق بهادار

Investigating the relationship between risk and return and determining the effective factors on the return have always been an interesting subject for finance researchers. By using a capital asset pricing model (CAPM), Sharp (1963) and Linter (1965) investigated that the whole market return is the only effective factor on stocks returns. Chen, Roll and Ross (1986) mentioned that there are indee...