The use of CAPM and Fama and French three factor model: portfolios selection
An examination of the US NYSE market, the expected return of portfolio selection under the CAPM and Fama, and the French three-factor model. An improvement of the French three-factor model. Explanation of the expected return of portfolios in CAPM.
| Рубрика | Международные отношения и мировая экономика |
| Вид | статья |
| Язык | английский |
| Дата добавления | 28.09.2022 |
| Размер файла | 899,9 K |
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