Fama and French (2015) built upon their three-factor model to develop a fivefactor model. What motivated them
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Fama and French (2015) built upon their three-factor model to develop a fivefactor model. What motivated them to add two more factors to their model?
Write their five-factor model.
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Answer Fama and French expanded their threefactor model to a fivefactor model in 2015 in an effort t...View the full answer
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Investment Valuation And Asset Pricing Models And Methods
ISBN: 9783031167836
1st Edition
Authors: James W. Kolari, Seppo Pynnönen
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