Richard Roll Interviewed Eugene Fama The video clip is short (only 24 minutes) but very informative. Richard Roll interviewed Eugene Fama on August 15th, 2008 in several topics including Center for research in security prices (CRSP), Fama-French three-factor model, finance in economics, Fama-MacBeth Regression, which is a method used to estimate parameters for asset pricing.
Essay On Fama-French Three-Factor Model
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Quantitative Methods in Finance Essay Preview: Quantitative Methods in Finance Report this essay Quantitative Methods in FinanceMSc Finance 2015-2016Question 1Dissert upon the suitability of the Carhart model as a way to explain the excess returns of the stock. Pay special attention to the regression output and diagnostic tests as conducted in class and in the.
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