On the time-series of portfolio returns: Fama and French's (1993) three-factor model

Taylor, P. and Paganopoulos, S. (2006) On the time-series of portfolio returns: Fama and French's (1993) three-factor model. In: European Finance Association (EFA) hosted by the Social Science Research Network, Zurich, Switzerland, 11 June 2006., p. 20

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Publisher's URL: http://ssrn.com/abstract=904300


Item Type:Conference or Workshop Item (Paper)
Uncontrolled Keywords:mean-variance, CAPM, single-index model, Fama & French (1993), three-factor model
Faculty/Department:~Pre-2010 Faculty Structure > Bristol Business School
Faculty of Business and Law > Department of Accounting, Economics and Finance
~Pre-2012 Faculty Structure > Faculty of Business and Law > Department of Accounting, Economics and Finance
ID Code:6297
Deposited By: R. Upload account
Deposited On:22 Jan 2010 15:12
Last Modified:22 Nov 2012 15:35

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