Back to Results
First PageMeta Content
Financial markets / Investment / Mathematical finance / Fama–French three-factor model / Value premium / Capital asset pricing model / Eugene Fama / Rate of return / Valuation / Financial economics / Finance / Economics


THE JOURNAL OF FINANCE • VOL. LV, NO. 1 • FEBRUARYCharacteristics, Covariances, and Average Returns: 1929 to 1997 JAMES L. DAVIS, EUGENE F. FAMA, and KENNETH R. FRENCH* ABSTRACT
Add to Reading List

Document Date: 2007-06-22 18:33:00

Open Document

File Size: 102,82 KB

Share Result on Facebook
UPDATE