Kolari, Liu, and Zhang (KLH) (2021) repeated the question above by comparing other multifactor models to the
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Kolari, Liu, and Zhang (KLH) (2021) repeated the question above by comparing other multifactor models to the empirical ZCAPM. For the six-factor model of Fama and French (2018) compared to the empirical ZCAPM, using 25 profit-investment sorted portfolios, what did they find? For industry portfolios?
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Related Book For
Investment Valuation And Asset Pricing Models And Methods
ISBN: 9783031167836
1st Edition
Authors: James W. Kolari, Seppo Pynnönen
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