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Using the Capital Asset Pricing Model and the Fama–French Three-Factor and Five-Factor Models to Manage Stock and Bond Portfolios: Evidence from Timor-Leste.

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Title: Using the Capital Asset Pricing Model and the Fama–French Three-Factor and Five-Factor Models to Manage Stock and Bond Portfolios: Evidence from Timor-Leste.
Authors: Anuno, Fernando1,2 fernando.anuno@ua.pt, Madaleno, Mara2, Vieira, Elisabete3 elisabete.vieira@ua.pt
Source: Journal of Risk & Financial Management. Nov2023, Vol. 16 Issue 11, p480. 22p.
Database: Business Source Ultimate
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  Data: Using the Capital Asset Pricing Model and the Fama–French Three-Factor and Five-Factor Models to Manage Stock and Bond Portfolios: Evidence from Timor-Leste.
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  Data: <searchLink fieldCode="AR" term="%22Anuno%2C+Fernando%22">Anuno, Fernando</searchLink><relatesTo>1,2</relatesTo><i> fernando.anuno@ua.pt</i><br /><searchLink fieldCode="AR" term="%22Madaleno%2C+Mara%22">Madaleno, Mara</searchLink><relatesTo>2</relatesTo><br /><searchLink fieldCode="AR" term="%22Vieira%2C+Elisabete%22">Vieira, Elisabete</searchLink><relatesTo>3</relatesTo><i> elisabete.vieira@ua.pt</i>
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.3390/jrfm16110480
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      – Code: eng
        Text: English
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        PageCount: 22
        StartPage: 480
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      – TitleFull: Using the Capital Asset Pricing Model and the Fama–French Three-Factor and Five-Factor Models to Manage Stock and Bond Portfolios: Evidence from Timor-Leste.
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            NameFull: Anuno, Fernando
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            NameFull: Madaleno, Mara
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            NameFull: Vieira, Elisabete
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              M: 11
              Text: Nov2023
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              Y: 2023
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              Value: 16
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              Value: 11
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