Fama-French three-factor model: Size and value factors (Excel)
Fama-French three-factor model (1993) is one of the most famous asset-pricing models that augments CAPM with size and value factors. Today we are discussing the history and the rationale behind the model development, its application in Excel, and the interpretation of the model's results, applying the Fama-French three-factor model to exchange traded fund returns.
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