Modeling Stock Returns Volatility and Portfolio Risk Through Asset Pricing Model: Empirical Evidence from Pakistan
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31160%2F24%3A00060487" target="_blank" >RIV/61384399:31160/24:00060487 - isvavai.cz</a>
Result on the web
<a href="https://remittancesreview.com/article-detail/?id=2294" target="_blank" >https://remittancesreview.com/article-detail/?id=2294</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.5281/zenodo.13748363" target="_blank" >10.5281/zenodo.13748363</a>
Alternative languages
Result language
angličtina
Original language name
Modeling Stock Returns Volatility and Portfolio Risk Through Asset Pricing Model: Empirical Evidence from Pakistan
Original language description
Main topics of the document: portfolio return; asset pricing model; Fama French 3-factor model; GARCH
Czech name
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Czech description
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Classification
Type
J<sub>ost</sub> - Miscellaneous article in a specialist periodical
CEP classification
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OECD FORD branch
50204 - Business and management
Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Remittances Review
ISSN
2059-6588
e-ISSN
2059-6596
Volume of the periodical
9
Issue of the periodical within the volume
4
Country of publishing house
GB - UNITED KINGDOM
Number of pages
24
Pages from-to
133-156
UT code for WoS article
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EID of the result in the Scopus database
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