This paper proposes an alternative way to construct the Fama and French (1993) empirical risk factors.
Affiliate Professor of Finance, EDHEC Business School
Researcher, School of Business and Economics, Maastricht University
|Type :||Working paper|
|Date :||le 03/01/2011|
|Extra information :||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ firstname.lastname@example.org ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|