Portfolio overlapping bias in tests of the Fama-French three-factor model

Kathrin Tauscher and Martin Wallmeier

Year of publication:	June 2016
Authors:	Tauscher, Kathrin ; Wallmeier, Martin
Published in:	European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 22.2016, 3, p. 367-393
Subject:	Asset pricing \| three-factor model \| portfolio overlapping \| size effect \| value premium \| CAPM \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Börsenkurs \| Share price \| Kapitaleinkommen \| Capital income \| Risikoprämie \| Risk premium

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011711717

A service of the