Business, Legal & Accounting Glossary
A factor model expanding upon the capital asset pricing model (CAPM). This model adds both value and size factors as well as market risk. This model helps to accommodate for the tendency of stocks to outperform, making it more accurate in determining the performance of managers.
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Definitions for Fama-French Three-Factor Model are sourced/syndicated and enhanced from:
This glossary post was last updated: 21st November, 2021 | 0 Views.