Question
Fama and French (1993) specify size and value risk factors to explain the cross sectional performance of US stock portfolios. Outline the hypotheses underpinning size
Fama and French (1993) specify size and value risk factors to explain the cross sectional performance of US stock portfolios. Outline the hypotheses underpinning size and value as risk factors in portfolio returns.
[Fama, E. and French, K. (1993). Common risk factors in the returns on stocks and bonds, Journal of Financial Economics, Vol 33, pp3-56.]
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Foundations Of Finance The Logic And Practice Of Finance Management
Authors: Arthur J. Keown, John H. Martin, David F. Scott, John Petty, J. William Petty
5th Edition
0132019299, 9780132019293
