On the time-series of portfolio returns: Fama and French's (1993) three-factor model

Taylor, Peter; Paganopoulos, S.G

Peter Taylor

S.G Paganopoulos

Presentation Conference Type	Conference Paper (unpublished)
Conference Name	European Finance Association (EFA) hosted by the Social Science Research Network
Start Date	Jun 11, 2006
End Date	Jun 11, 2006
Publication Date	Aug 22, 2006
Peer Reviewed	Not Peer Reviewed
Pages	20
Keywords	mean-variance, CAPM, single-index model, Fama & French (1993), three-factor model
Public URL	https://uwe-repository.worktribe.com/output/1037271
Publisher URL	http://ssrn.com/abstract=904300
Additional Information	Title of Conference or Conference Proceedings : European Finance Association (EFA) hosted by the Social Science Research Network