Application of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: Application of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor
Application of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor
It!MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYBACHELOR THESISMajor: Financial - BankingTopic:APPLIC Application of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor CATION OF FAMA FRENCH FIVE-FACTORASSET PRICING MODEL TO INDUSTRIAL COMPANIES IN VIETNAM STOCK MARKETStudent’s name : Phạm Hoàng Ngọc AnhStudent's ID : 030630141945Guiding teacher : MSc. Nguyền Minh NhậtHCMC. December 2018ABSTRACTThe research has focused on one of the most important model for asset p Application of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor ricing, which create variety of selections for investors who interested in ways to examine the return. The author choose the Fama French five-factor mApplication of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor
odel and conduct each factor to measure 100 listed industrial companies from January 2012 to December 20Ỉ7 in Vietnam stock market. To make sure the rIt!MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYBACHELOR THESISMajor: Financial - BankingTopic:APPLIC Application of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor strate positively by the sample. The results show that yjRP (market factor) factor plays an important role to all portfolios and .S'MIĨ factors has positive significant than other threes, CMA factor may redundant in this rest. Fama French Jive-factor variables can explain the time-series average ret Application of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor urn of these companies and cause no pricing error.Keywords: Fama French five-factor, asset pricing model: market capitalization: book-to-market equityApplication of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor
; profitability; investment; industrial companiesDECLARATION OF AUTHENTICITYI honestly confirm that I am the sole author of the written these here encIt!MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYBACHELOR THESISMajor: Financial - BankingTopic:APPLIC Application of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor ntioned all people who were significant facilitators of the work.I declare that all statements and information contained here are true, correct and accurate to the best of my knowledge.Ho Chi Minh City. December 24th. 2018iiACKNOWLEGEMENTSFirstly. I would like to express my gratitude and respect tow Application of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor ards MSc Nguyen Minh Nhal lor his patience, understanding and considerate support to provide me with useful recommendations and guidance in the progreApplication of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor
ss of this study.Secondly. I would like to thank my family for their support throughout my four years in Banking University. And I would like to speciIt!MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYBACHELOR THESISMajor: Financial - BankingTopic:APPLIC Application of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor my friends and BUH for their sharing and support throughout my Bachelor program.Ho Chi Minh City. December 24th, 2018iiiLIST OF ABBREVIATIONSHSXHo Chi Minh Stock ExchangeHNXHa Noi Stock ExchangeCAPMCapital Asset Pricing ModelAPTArbitrage Pricing TheoryMPTModern Portfolio TheorySMBSmall Minus Big Application of fama french five factor asset pricing model to industrial companies in vietnam stock market bachelor thesis of banking and finance phạm hoàng ngọc anh ; supervisor It!MINISTRY OF EDUCATION AND TRAINING STATE BANK OF VIETNAMBANKING UNIVERSITY OF HO CHI MINH CITYBACHELOR THESISMajor: Financial - BankingTopic:APPLICGọi ngay
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