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  • Beyond CAPM: an innovative factor model to optimize the risk and return trade-off

    Article English OPEN
    Lashgari, Shima; Antuchevičienė, Jurgita; Delavari, Alireza; Kheirkhah, Omid; (2014)
    Different models have tried to improve the Capital Asset Pricing Model findings, on the basis that different factors can affect asset return. This paper examines a series of explanatory factors, broader than those explained by traditional theory, to see whether they are...
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