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)