Question
Explain the Fama-French three factor model (show the equation). What is the difference between this model and CAPM?
Explain the Fama-French three factor model (show the equation). What is the difference between this model and CAPM?
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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...
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Corporate Finance
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe
10th edition
978-0077511388, 78034779, 9780077511340, 77511387, 9780078034770, 77511344, 978-0077861759
