Please use this identifier to cite or link to this item:
https://dspace.univ-ouargla.dz/jspui/handle/123456789/16098
Title: | Evaluate the Performance of Value Portfolios Under the Efficiency of Financial Markets - A Test Study in the Singapore Financial Marketduring For the Period (2003-2016) - |
Authors: | بوبكر شماخي عبد الغني دادن |
Keywords: | Value Portfolios Growth Portfolios Evaluate The Performance CAPM Fama French Three Factors Models Efficient Market Hypothesis |
Issue Date: | 2017 |
Series/Report no.: | Number 03 2017; |
Abstract: | This studyevaluate the performance of value and growth portfolios in the light of the efficiency of financialmarkets by testing the CAPM model and the FAMA and French three-factor model (factor market, size factor sml, value factor hml). The studyincluded the portfolios of value and growthbased on the book to market value for the period 2003-2016 on the Singapore Financial Market. The Singapore'sfinancialmarketis inefficient at the weaklevel, the performance of the value portfolios has shownthatgrowth portfolios are performingwell and that the Fama and French three-factor model has a greaterexplanatory power than the financialassetpricing model in explaining the behavior of portfolio yields Of the market factor as a factor of size and value factor. |
Description: | Journal of Quantitative Economics Studies JQES |
URI: | http://dspace.univ-ouargla.dz/jspui/handle/123456789/16098 |
ISSN: | 2437-1033 |
Appears in Collections: | Number 03 /2017 |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.