MULTIFACTOR EXPLANATIONS OF ASSET PRICING ANOMALIES

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FAMA EUGENE F.

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Journal Paper

Paper Information

Journal: JOURNAL OF FINANCE Year:1996 | Volume:51 | Issue:1 Page(s): 55-84

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Information Journal Paper

Title

MULTIFACTOR EXPLANATIONS OF ASSET PRICING ANOMALIES

Author(s)

FAMA EUGENE F. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

COMPARATIVE STUDIES OF FAMA & FRENCH AND REWARD BETA MODELS IN ESTIMATING EXPECTED STOCK RETURNS
GENERALIZING OF MARKOWITZ’S THEORY IN OPTIMIZING THE PORTFOLIO OF STOCKS

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Cite

APA: Copy

FAMA, EUGENE F.. (1996). MULTIFACTOR EXPLANATIONS OF ASSET PRICING ANOMALIES. JOURNAL OF FINANCE, 51(1), 55-84. SID. https://sid.ir/paper/595692/en

Vancouver: Copy

FAMA EUGENE F.. MULTIFACTOR EXPLANATIONS OF ASSET PRICING ANOMALIES. JOURNAL OF FINANCE[Internet]. 1996;51(1):55-84. Available from: https://sid.ir/paper/595692/en

IEEE: Copy

EUGENE F. FAMA, “MULTIFACTOR EXPLANATIONS OF ASSET PRICING ANOMALIES,” JOURNAL OF FINANCE, vol. 51, no. 1, pp. 55–84, 1996, [Online]. Available: https://sid.ir/paper/595692/en

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