What is the covariance matrix of the three Fama-French factors?

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Statistics And Data Analysis For Financial Engineering

ISBN: 9781461427490

1st Edition

Authors: David Ruppert

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Question Posted: Jun 24, 2016 06:31 AM

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What is the covariance matrix of the three Fama-French factors?

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The two covariance matrices are now SigmaR GM Ford UTX Merc...View the full answer

Statistics And Data Analysis For Financial Engineering

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