Size, value, and momentum in international stock returns
Year of publication: |
2012
|
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Authors: | Fama, Eugene F. ; French, Kenneth Ronald |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 105.2012, 3, p. 457-472
|
Subject: | Value premium | Momentum | Three-factor model | Four-factor model | Kapitaleinkommen | Capital income | CAPM | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Welt | World | Schätzung | Estimation |
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