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, 11th June, 2006., p. 20

Full text not available from this repository

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: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:08 Nov 2013 14:10

Request a change to this item

Copyright 2013 © UWE better together