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![]() Date: 2015-02-18 17:23:57Financial markets Investment Mathematical finance Financial risk Cliff Asness Fama–French three-factor model Asset allocation Hedge fund Efficient-market hypothesis Financial economics Finance Economics | Add to Reading List |
![]() | Cahier de rechercheThe q-factor and the Fama and French asset pricing models: Hedge fund evidence Greg GregoriouDocID: 1otJq - View Document |
![]() | Using Stocks or Portfolios in Tests of Factor Models∗ Andrew Ang† Columbia University and NBER Jun Liu‡ CKGSB, SWUFE, and UCSDDocID: 1gFWc - View Document |
![]() | Value and Momentum Across Asset ClassesDocID: 1fYj1 - View Document |
![]() | CFA Institute Migration Author(s): Eugene F. Fama and Kenneth R. French Reviewed work(s): Source: Financial Analysts Journal, Vol. 63, No. 3 (May - Jun., 2007), ppDocID: 1fGjO - View Document |
![]() | Microsoft Word - lowvolcapital_v09.docxDocID: 1aMuA - View Document |