Creating Fama and French factors with style
Year of publication: |
2003
|
---|---|
Authors: | Faff, Robert W. |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 38.2003, 2, p. 311-322
|
Subject: | CAPM | Schätzung | Estimation | USA | United States |
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