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Comparison of the CAPM, the Fama-French Three Factor Model and Modifications (Aus der Reihe: e-fellows.net stipendiaten-wissen)

Christoph Lohrmann




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 | #3605590 in eBooks |  2015-08-18 |  2015-08-18 | File type: PDF

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Seminar paper from the year 2014 in the subject Economics - Finance, grade: 6,0 (Schweizer Notensystem), University of Liechtenstein, früher Hochschule Liechtenstein, language: English, abstract: This paper is focused on comparing the Capital Asset Pricing Model, the Fama-French Three Factor model and two modified versions of the Fama-French Model in their ability to explain excess returns. The first modified model contains the same explanatory variables as the Fama...

You easily download any file type for your gadget.Comparison of the CAPM, the Fama-French Three Factor Model and Modifications (Aus der Reihe: e-fellows.net stipendiaten-wissen)   |  Christoph Lohrmann. A good, fresh read, highly recommended.

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