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    • Financial Instruments and Markets a.a. 2022-23

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    4. Corsi a.a. 2022-2023
    5. Financial Instruments and Markets a.a. 2022-23
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    7. Multifactor models - Fama and French Three Factor Model

    Multifactor models - Fama and French Three Factor Model

      • References on Multifactor ModelsReferences on Multifactor Models
        • Carhart (1997) On Persistence in Mutual Fund Performance.pdfCarhart (1997) On Persistence in Mutual Fund Performance.pdf
        • Fama French (1992) The Cross Section of Expected Stock Returns.pdfFama French (1992) The Cross Section of Expected Stock Returns.pdf
        • Fama French (1993) Common risk factors in the returns on stocks and bonds.pdfFama French (1993) Common risk factors in the returns on stocks and bonds.pdf
        • Fama French (1996) Multifactor Explanations of Asset Pricing Anomalies.pdfFama French (1996) Multifactor Explanations of Asset Pricing Anomalies.pdf
        • Fama French (2004) The Capital Asset Pricing Model Theory and Evidence.pdfFama French (2004) The Capital Asset Pricing Model Theory and Evidence.pdf
      • Lesson_Multifactor Models.pdfLesson_Multifactor Models.pdf
    ◄ CAPM and Index Models
    Review of Portfolio Theory ►
    • Financial Instruments and Markets a.a. 2022-23
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