On the use of the daily Fama-French risk-free rate
Year of publication: |
2021
|
---|---|
Authors: | Fairbanks, Joshua C. ; Griffiths, Mark D. ; Winters, Drew B. |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 19.2021, 3, p. 39-59
|
Subject: | Risk-free rate | Treasury bills | three-factor model | Staatspapier | Government securities | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Theorie | Theory | CAPM |
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