Fundamental indexation and the Fama-French three factor model : risk assimilation or stock mispricing?
Xiaofeng Shi, Mike Dempsey and Laurence Irlicht
| Year of publication: |
2015
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|---|---|
| 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
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| Subject: | Fundamental indexation | Fama and French three-factor model | mispricing | noise | CAPM | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Theorie | Theory | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011640358