Write the Fama and French (2018) six-factor model. They expanded this model to include different variations of
Question:
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?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 100% (1 review)
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
Answered By
Sukhwant Singh
I am a post-graduate in mathematics from IIT Gandhinagar, India. I am teaching mathematics online to bachelor's students for one year. I also work with Chegg India as a subject matter expert. Through the youtube channel, I provide lectures on various topics related to mathematics. Thus, I believe that sharing knowledge with the students is a great help to society.
0.00
0 Reviews
10+ Question Solved
Related Book For
Investment Valuation And Asset Pricing Models And Methods
ISBN: 9783031167836
1st Edition
Authors: James W. Kolari, Seppo Pynnönen
Question Posted:
Students also viewed these Business questions
-
1. How strong are the competitive forces confronting J. Crew in the market for specialty retail? Do a [Michael Porter] five-forces analysis to support your answer. (see chapter 3 in the textfor...
-
1. Based on the information provided in the case below, what is the key strategic goal for Tim Hortons as of August 2014? It would be a year of dramatic change for Tim Hortons Inc. On August 26,...
-
The new line character is utilized solely as the last person in each message. On association with the server, a client can possibly (I) question the situation with a client by sending the client's...
-
Is CSCH3CO2 ionic or covalent ? Name it QUESTION 7 Is rubidium dichromate ionic or covalent ? Write its formula QUESTION 8 s copper m suhde soric or covaent write its formula QUESTION 9 Is vanadium...
-
Use the graph below to answer the following questions. a. Which of the points A, B, C, or D can represent a long-run equilibrium? b. Suppose that initially the economy is at point A. If aggregate...
-
How does health insurance in the United States differ from that in Canada and the United Kingdom?
-
Suppose that in September 2013 a company takes a long position in a contract on May 2014 crude oil futures. It closes out its position in March 2014. The futures price (per barrel) is \($88.30\) when...
-
Santo Design Agency was founded by Thomas Grant in January 2004. Presented below is the adjusted trial balance as of December 31, 2008. Instructions (a) Prepare an income statement and a statement of...
-
A trebuchet is a mighty siege engine capable of flinging 90-kg projectiles a distance of 300 meters. Assuming a perfect launch angle of 45, calculate the speed with which one of these projectiles...
-
More recently, Fama and French (2020) proposed a modified version of their five-factor model in which the multifactors are replaced by long/short mimicking portfolios estimated from a cross-sectional...
-
Stambaugh and Yuan (2017) developed a four-factor model. They added two new factors to the market and size factors. How did they construct these new factors? In empirical tests of over 80 anomalies,...
-
Match the description of the slope of a line with its graph. m is negative.
-
A . 3 5 m long string is attached at both ends and is under a tension of 1 5 0 N . The speed of the waved on this spring is 1 8 m / s . ( A ) what us the mass of the string . ( b ) what us the...
-
If Danny has an income of a hundred dollars to spend on food. (burgers=x, soup=y) the price of burgers is p1=1 per unit and the price of soup is p2=2 per unit. there is a tax on burgers changing the...
-
Green Moose Industries reported sales of $743,000 at the end of last year; but this year, sales are expected to grow by 9%. Green Moose expects to maintain its current profit margin of 24% and...
-
One mole of steam is condensed at 100C and is cooled to 0C. If it is further frozen to ice at 0C, what is the entropy change of the entire process?
-
A piece of glass at 89 o C is placed in 0.75 kg of ethyl alcohol initially at 12 o C. The final temperature of the glass/ethyl alcohol mixture is 18 C. Determine the mass of the piece of glass?
-
A rigid 5.00-liter vessel contains 4.00 L of liquid water in equilibrium with 1.00 L of water vapor at 25C. Heat is transferred to the water by means of an immersed electrical coil. The volume of the...
-
Define a traverse in Surveying?
-
To hedge the foreign exchange risk relative to the Canadian dollar, Jackson should: a. Buy a futures contract to exchange $7,083,333 for C$8.5 million. b. Buy a futures contract to exchange...
-
Suppose one of Fidelitys mutual funds closely mimics the S&P 500 Index. The fund has done very well during the year, and, in November, the fund manager wants to lock in the gains he has made using...
-
In regard to the table that Dr. Miles constructed, which of the following is true? a. The receiving foreign currency position is correct; the action is incorrect. b. The receiving foreign currency...
-
You want to buy a house. You have $50,000 saved for the down payment and can pay $2,000 per month on the mortgage. The 30-year mortgage interest rate is 9% per year (equal to 0.75% per month). What...
-
Compute the Social Security and Medicare for Paul, Alex, and Andrea. The rates are 6 . 2 % for Social Security and 1 . 4 5 % for Medicare. Assume the Social Security limit is $ 1 4 2 , 8 0 0 and the...
-
Required: a. Prepare a cost of goods manufactured and sold statement. b. Prepare an income statement. Answer is not complete. Complete this question by entering your answers in the tabs below. COGM...
Study smarter with the SolutionInn App