Testing alternative versions of the Fama-French five-factor model in the UK
James Foye
| Year of publication: |
May 2018
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|---|---|
| Authors: | Foye, James |
| Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 20.2018, 2, p. 167-183
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| Subject: | Asset pricing | Multi factor models | CAPM | Fama-French three-factor model | Fama-French five-factor model | UK | Theorie | Theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-018-0034-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011885895