DOES THE VALUE PREMIUM EXIST IN VIETNAM STOCK MARKET?

Does the value premium exist in Vietnam stock market?

This paper attempts to shed light on the question of whether the value premium exists in the Vietnam stock market.We analyze the difference between the returns of the Bike Parts - Bearings value portfolio and the growth portfolio.Stocks are sorted into porfolios according to the BM, EP, CP and DP ratios.The result suggests that the value premium ex

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Modeling of implicit multi term fractional delay differential equation: Application in pollutant dispersion problem

This work explores a new abstract model using multi-term fractional differential operator and delay effect.The model is defined by the existence of a delay parameter and insertion of multi term fractional differential operators in the input function.For the solution of the newly formulated problem, we utilized fixed-point theorems, which provide a

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