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Search: subject:"Conditional Fama–French three-factor model"
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Conditional CAPM
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Nonparametric method
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CAPM
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Conditional Fama-French three-factor model
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Conditional Fama–French three-factor model
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Li, Yan
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Yang, Liyan
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Journal of Empirical Finance
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Journal of empirical finance
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Testing conditional factor models: A nonparametric approach
Li, Yan
;
Yang, Liyan
- In:
Journal of Empirical Finance
18
(
2011
)
5
,
pp. 972-992
. Using our new method, we examine the performance of the conditional CAPM and the
conditional
Fama–French
three-factor
model
…
Persistent link: https://www.econbiz.de/10010576506
Saved in:
2
Testing conditional factor models : a nonparametric approach
Li, Yan
;
Yang, Liyan
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 972-992
Persistent link: https://www.econbiz.de/10009492521
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