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Financial Instruments and Markets a.a. 2022-23
Course Content - Lessons notes
Multifactor models - Fama and French Three Factor Model
Multifactor models - Fama and French Three Factor Model
Completion requirements
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References on Multifactor Models
Carhart (1997) On Persistence in Mutual Fund Performance.pdf
Fama French (1992) The Cross Section of Expected Stock Returns.pdf
Fama French (1993) Common risk factors in the returns on stocks and bonds.pdf
Fama French (1996) Multifactor Explanations of Asset Pricing Anomalies.pdf
Fama French (2004) The Capital Asset Pricing Model Theory and Evidence.pdf
Lesson_Multifactor Models.pdf