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Describe the Chen, Roll and Ross (1986) Five Factor Model. What are the results from testing this model? Discuss. [13 marks] Describe the Fama-French
Describe the Chen, Roll and Ross (1986) Five Factor Model. What are the results from testing this model? Discuss. [13 marks] Describe the Fama-French (1993) Three-Factor Model. What are the results from testing this model? Discuss. [12 marks]
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Chen Roll and Ross CRR Five Factor Model is an asset pricing model that extends the traditional Capital Asset Pricing Model CAPM by including addition...
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An Introduction to Management Science Quantitative Approach to Decision Making
Authors: David R. Anderson, Dennis J. Sweeney, Thomas A. Williams, Jeffrey D. Camm, James J. Cochran
15th edition
978-1337406529
