Fundamental indexation and the Fama-French three factor model : risk assimilation or stock mispricing?
Year of publication: |
2015
|
---|---|
Authors: | Shi, Xiaofeng ; Dempsey, Michael ; Irlicht, Laurence |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 13.2015, 4, p. 57-70
|
Subject: | Fundamental indexation | Fama and French three-factor model | mispricing | noise | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Aktienindex | Stock index | Faktorenanalyse | Factor analysis |
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