Which factors are priced? : an application of the Fama French three-factor model in Australia
Year of publication: |
December 2015
|
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Authors: | Duc Hong Vo |
Published in: |
Economic papers : a journal of applied economics and policy. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0812-0439, ZDB-ID 1184385-8. - Vol. 34.2015, 4, p. 290-301
|
Subject: | asset pricing | Fama French three-factor model | size effect | value effect | portfolio formation | Australia | Australien | CAPM | Frankreich | France | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market |
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