A common component of Fama and French factor variances

Masoumeh Fathi, Klaus Grobys, Janne Äijö

Year of publication:	2025
Authors:	Fathi, Masoumeh ; Grobys, Klaus ; Äijö, Janne
Subject:	Co-fractality \| Fama and French factors \| Power laws \| Realized variance \| Risk \| CAPM \| Frankreich \| France \| Varianzanalyse \| Analysis of variance \| Portfolio-Management \| Portfolio selection \| Volatilität \| Volatility

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