Explain the Fama-French three factor model (show the equation). What is the difference between this model and

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Explain the Fama-French three factor model (show the equation). What is the difference between this model and CAPM?

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Corporate Finance

ISBN: 978-0077861759

10th edition

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe

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Posted Date: May 11, 2024 10:10 AM

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Explain the Fama-French three factor model (show the equation). What is the difference between this model and

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The FamaFrench threefactor model is an extension of the Capital Asset Pricing Model CAPM that seeks to better explain the returns of a portfolio or st... View the full answer

Corporate Finance

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