Beyond the Fama and French Three-Factor Model

Michael Dempsey

Chapter 4 in Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding, 2015, pp 39-46 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionAsset Pricing ResearchAsset Pricing and Data MiningImplications of Abandoning the CAPMTime for Reflection: What Have We Learned?

Keywords: Stock Markets; Investments; Corporate Finance; Mathematical Finance (search for similar items in EconPapers)
Date: 2015
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