DOI:

Abstract

Vietnam's stock market is step by step perfected. Any investment in this market always bears certain risks. Yet, to measure and forecast the return rate of stocks and risks is not easy at all. Nowadays, many people have been employing quantitative paradigms to evaluate factors affecting stock returns and risks in investment. This paper is to investigate the application of the four-factor model into predicting the return rate of listed securities.

Keywords

Four-Factor Model; Stocks Listed In HOSE; Return Rate; Capitalization