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Results tagged with factor-models
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user 55040
Econometric model that have the purpose to measure the effect of different risk measures on portfolio asset returns.
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What about autocorrelation and heteroskedasticity in Fama French?
I am analysing ESG and conventional mutual funds. I decided to measure the extra performance of each category using the Fama French 4 factor model, but it seems to me that in previous literature they …
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