Risk-return predictions with the fama-french three-factor model betas
Year of publication: |
2013
|
---|---|
Authors: | Pettengill, Glenn N. ; Chang, George ; Hueng, C. James |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 5.2013, 1, p. 34-47
|
Subject: | CAPM | Faktorenanalyse | Factor analysis | Betafaktor | Beta risk | Modellierung | Scientific modelling |
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