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| First Page | Document Content | |
|---|---|---|
 Date: 2012-10-26 10:28:08Financial markets Financial risk Mathematical finance Investment Fama–French three-factor model Unisys Diversification Capital asset pricing model WLFF Financial economics Economics Finance |
| 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 |