Question: Describe the Chen, Roll and Ross (1986) Five Factor Model. What are the results from testing this model? Discuss. [13 marks] Describe the Fama-French

Describe the Chen, Roll and Ross (1986) Five Factor Model. What are the results from testing this model? Discuss. [13 marks] Describe the Fama-French (1993) Three-Factor Model. What are the results from testing this model? Discuss. [12 marks]

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Chen Roll and Ross CRR Five Factor Model is an asset pricing model that extends the traditional Capital Asset Pricing Model CAPM by including addition... View full answer

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