Fama and French (2015) tested their five-factor model in the sample period 19632013. What test asset portfolios
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Fama and French (2015) tested their five-factor model in the sample period 1963–2013. What test asset portfolios did they use? Was the five-factor model supported?
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Answer In their 2015 paper Fama and French tested their fivefactor model using various test asset portfolios over the sample period 19632013 The fivef...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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