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A Respecified Fama French Three-Factor Model for the New European Union Member S
3 个回复 - 1434 次查看 【作者(必填)】 [*]James Foye, [*]Dušan Mramor, [*]Marko Pahor 【文题(必填)】 A Respecified Fama French Three-Factor Model for the New European Union Member States 【年份(必填)】2013 ...2014-2-10 19:20 - vividboy - 求助成功区
Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model
5 个回复 - 1517 次查看 【作者(必填)】Michael J. Brennan, Ashley Wang, Yihong Xia 【文题(必填)】Intertemporal Capital Asset Pricing and the Fama-French Three-Factor Model 【年份(必填)】2001 【全文链接或数据库名称(选 ...2021-12-5 21:52 - ssylzz - 求助成功区
a question about Fama & Frenchs three factors model
3 个回复 - 2592 次查看 There are two additional factors in the three factors model except that in CAPM. I want to ask what is size effect? If I want to do some empirical work, how should I define the size effect in the line ...2006-1-22 04:48 - lovebeatles - 金融学(理论版)