Size, value, and momentum in international stock returns
Eugene F. Fama, Kenneth R. French
| Year of publication: |
2012
|
|---|---|
| Authors: | Fama, Eugene F. ; French, Kenneth Ronald |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 105.2012, 3, p. 457-472
|
| Subject: | Value premium | Momentum | Three-factor model | Four-factor model | Kapitaleinkommen | Capital income | CAPM | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| 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/10009666815