Essays about: "Fama-French-faktorer"
Found 1 essay containing the word Fama-French-faktorer.
University essay from KTH/Matematisk statistik
Abstract : The three-factor model of Fama and French has proved to be a seminal contribution to asset pricing theory, and was recently extended to include two more factors, yielding the Fama-French five-factor model. Other proposed augmentations of the three-factor model includes the introduction of a momentum factor by Carthart. READ MORE