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

Taylor, Peter; Paganopoulos, S.G

Authors

Peter Taylor

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Presentation Conference Type Conference Paper (unpublished)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Peer Reviewed Not Peer Reviewed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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