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Fama and Frenchs Three-factor Model includes all but which one of the following factors: Unanticipated macroeconomic variables (UMV) Systematic risk Size Value
Fama and Frenchs Three-factor Model includes all but which one of the following factors:
Unanticipated macroeconomic variables (UMV)
Systematic risk
Size
Value
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Quantitative Trading
Authors: Ernest P. Chan
2nd Edition
1119800064, 978-1119800064
