Write the Fama and French (2018) six-factor model. They expanded this model to include different variations of

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Write the Fama and French (2018) six-factor model. They expanded this model to include different variations of these factors for a total of 48 factors.

Which model worked the best?

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Investment Valuation And Asset Pricing Models And Methods

ISBN: 9783031167836

1st Edition

Authors: James W. Kolari, Seppo Pynnönen

Question Posted: Mar 05, 2024 06:00 AM

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Write the Fama and French (2018) six-factor model. They expanded this model to include different variations of

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Answer The Fama and French 2018 sixfactor model expands on their previous models by incorporating additional factors to better capture the variation i...View the full answer

Investment Valuation And Asset Pricing Models And Methods

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