Research on the Decisive Factors of Portfolio Return in Stock Market - Based on the Extension of Five-factor Asset Pricing Model

Yuzhe Hu, Boru Liu, Jiayi Wu, Suwen Zheng. Research on the Decisive Factors of Portfolio Return in Stock Market - Based on the Extension of Five-factor Asset Pricing Model. In IC4E 2022: 13th International Conference on E-Education, E-Business, E-Management, and E-Learning, Tokyo, Japan, January 14 - 17, 2022. pages 466-472, ACM, 2022. [doi]

Abstract

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