Yazar "Khan, Sher Ali" için listeleme
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Entropy-based financial asset pricing: Evidence from Pakistan
Wang, Sheng; Khan, Sher Ali; Munir, Mubbasher; Alhajj, Reda; Khan, Yousaf Ali (Public Library of Science, 2022)Entropy is an alternative measure to calculate the risk, simplify the portfolios and equity risk premium. It has higher explanatory power than capital asset price model (CAPM) beta. The comparison of Entropy and CAPM beta ...