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DC Field | Value | Language |
---|---|---|
dc.contributor.author | بوبكر شماخي | - |
dc.contributor.author | عبد الغني دادن | - |
dc.date.accessioned | 2017 | - |
dc.date.available | 2017 | - |
dc.date.issued | 2017 | - |
dc.identifier.issn | 2437-1033 | - |
dc.identifier.uri | http://dspace.univ-ouargla.dz/jspui/handle/123456789/16098 | - |
dc.description | Journal of Quantitative Economics Studies JQES | en_US |
dc.description.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. | en_US |
dc.language.iso | other | en_US |
dc.relation.ispartofseries | Number 03 2017; | - |
dc.subject | Value Portfolios | en_US |
dc.subject | Growth Portfolios | en_US |
dc.subject | Evaluate The Performance | en_US |
dc.subject | CAPM | en_US |
dc.subject | Fama French Three Factors Models | en_US |
dc.subject | Efficient Market Hypothesis | en_US |
dc.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) - | en_US |
dc.type | Article | en_US |
Appears in Collections: | Number 03 /2017 |
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