Dissecting anomalies with a five-factor model
Eugene F. Fama; Kenneth R. French
| Year of publication: |
Januar 2016
|
|---|---|
| Authors: | Fama, Eugene F. ; French, Kenneth Ronald |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 29.2016, 1, p. 69-103
|
| Subject: | anomality | CAPM | Rentabilität | Profitability | Investition | Investment | Kapitalmarktrendite | Capital market returns | Betafaktor | Beta risk | USA | United States | 1963-2014 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhv043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011447537