Methodological foundations for constructing Fama-French models
Автор: Pushkarev D.S., Gref S.V., Markevich M.Y., Safarova A.I.
Журнал: Экономика и бизнес: теория и практика @economyandbusiness
Статья в выпуске: 5-3 (99), 2023 года.
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The vast majority of papers analyzing the effectiveness of existing modifications of Fama-French models in developed and emerging markets were written between 2012 and 2018. There are no studies that would conduct a comparative analysis of most of the available modifications of the Fama-French models on actual data that reflect the specifics of the current economic situation. In this paper, approaches to the construction of the Fama-French model are analyzed.
Stock market, financial instruments, financial model, capital market
Короткий адрес: https://sciup.org/170198962
IDR: 170198962 | DOI: 10.24412/2411-0450-2023-5-3-39-44
