PERBANDINGAN CAPITAL ASSET PRICING MODEL (CAPM) DAN THREE FACTORS MODEL FAMA AND FRENCH (TFMFF) DALAM MENGESTIMASI RETURN SAHAM

PERBANDINGAN CAPITAL ASSET PRICING MODEL (CAPM) DAN THREE FACTORS MODEL FAMA AND FRENCH (TFMFF) DALAM MENGESTIMASI RETURN SAHAM

<p><em>In 1996, Fama and French developed the CAPM in Three Factor Model Fama and French (</em><em>TFMFF) to analyze the relationship between risk with rate of return by adding firm size factor that is proxied by Small Minus Big (SMB) and value factor at Book to Market Ratio...

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Bibliographic Details
Main Authors: KADEK MIRA PITRIYANTI, KOMANG DHARMAWAN, G.K. GANDHIADI
Format: Article
Language:English
Published: Universitas Udayana 2015-11-01
Series:E-Jurnal Matematika
Subjects:
return
market risk
firm size (SMB)
Book Equity to Market Equity (HML)
Online Access:http://ojs.unud.ac.id/index.php/mtk/article/view/16641

Internet

http://ojs.unud.ac.id/index.php/mtk/article/view/16641

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