Peter Taylor
On the time-series of portfolio returns: Fama and French's (1993) three-factor model
Taylor, Peter; Paganopoulos, S.G
Authors
S.G Paganopoulos
Citation
Taylor, P., & Paganopoulos, S. (2006, June). On the time-series of portfolio returns: Fama and French's (1993) three-factor model. Paper presented at European Finance Association (EFA) hosted by the Social Science Research Network, Zurich, Switzerland
Presentation Conference Type | Conference Paper (unpublished) |
---|---|
Conference Name | European Finance Association (EFA) hosted by the Social Science Research Network |
Conference Location | Zurich, Switzerland |
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Peer Reviewed | Not Peer Reviewed |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 |
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