Reexamination of the Robustness of the Fama-French Three-Factor Model

Reexamination of the Robustness of the Fama-French Three-Factor Model
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Fama-French三因素模型稳健性的再检验

DOI:
10.17654/ts052030215
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发表时间:
2016
期刊:
Far East Journal of Theoretical Statistics
影响因子:
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通讯作者:
Masayuki Hirukawa and Jiro Hodoshima
Masayuki Hirukawa and Jiro Hodoshima
中科院分区:
--
文献类型:
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作者:
Masayuki Hirukawa & Artem Prokhorov;大山 睦;Masayuki Hirukawa and Jiro Hodoshima

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