Which factors are priced? : an application of the Fama French three-factor model in Australia
Duc Hong Vo
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Duc Hong Vo |
| Published in: |
Economic papers : a journal of applied economics and policy. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0812-0439, ZDB-ID 1184385-8. - Vol. 34.2015, 4, p. 290-301
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| Subject: | asset pricing | Fama French three-factor model | size effect | value effect | portfolio formation | Australia | Australien | CAPM | Frankreich | France | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/1759-3441.12119 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011433627