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Volatility and Premiums in US Equity Returns Eugene F. Fama and Kenneth R. French * Understanding volatility is crucial for informed investment decisions. This paper explores the volatility of the market, size, and value
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Document Date: 2014-03-05 14:40:52
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File Size: 415,36 KB
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Company
Center for Research in Security Prices /
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Country
United States /
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Facility
Dartmouth College /
University of Chicago /
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Organization
Dartmouth College /
Amos Tuck School of Business /
University of Chicago /
Booth School of Business /
Dimensional Fund /
the University of Chicago /
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Position
model for US equity returns /
Advisors /
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SocialTag
Mathematical finance
Financial markets
Investment
Equity premium puzzle
Value premium
Standard deviation
Volatility
Risk premium
Eugene Fama
Financial economics