Mahfuza Khatun

Department of Finance and Banking (Jahangirnagar University)

Associate Professor

Savar

Faculty of Business Studies, Savar

Dhaka, Dhaka 1342

Bangladesh

http://https://www.juniv.edu/teachers/mahfuza02

  • Department of Finance and Banking (Jahangirnagar University)

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Does Fama-French Three Factor Model Outweigh the CAPM Model? Evidence from the Dhaka Stock Exchange

Number of pages: 19 Posted: 27 Jul 2015
Mohammad Abu Sayeed, Mahfuza Khatun and Biplob Chowdhury
University of Tasmania, Tasmanian School of Business and Economics, Students, Department of Finance and Banking (Jahangirnagar University) and University of Tasmania
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Abstract:

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Portfolio theory, capital asset pricing model, multifactor model, size, book-to-market equity.