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Fama–French three-factor model (Q1395065)

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statistical model for asset pricing in finance incorporating risk, price and company size
  • Fama-French three factor model
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    Fama–French three-factor model
    statistical model for asset pricing in finance incorporating risk, price and company size
    • Fama-French three factor model

    Statements

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    r=Rf+β(RmRf)+bs𝑆𝑀𝐵+bv𝐻𝑀𝐿+α
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