Browsing Research Articles (Financial Management) by Author "Kaganov, Vitaly"

Browsing Research Articles (Financial Management) by Author "Kaganov, Vitaly"

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  • An application of factor pricing models to the Polish stock market 
    Zaremba, Adam; Czapkiewicz, Anna; Szczygielski, Jan Jakub; Kaganov, Vitaly (Routledge, 2019)
    We evaluate and compare the performance of four popular factor pricing models: the capital asset pricing model, the Fama and French three-factor model, Carhart’s four-factor model, and the five-factor model of Fama and ...