Fama and French (2015) built upon their three-factor model to develop a fivefactor model. What motivated them

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Fama and French (2015) built upon their three-factor model to develop a fivefactor model. What motivated them to add two more factors to their model?

Write their five-factor model.

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Investment Valuation And Asset Pricing Models And Methods

ISBN: 9783031167836

1st Edition

Authors: James W. Kolari, Seppo Pynnönen

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Question Posted: Mar 05, 2024 06:00 AM

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Fama and French (2015) built upon their three-factor model to develop a fivefactor model. What motivated them

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Investment Valuation And Asset Pricing Models And Methods

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