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Full-Text Articles in Statistical Models
Economics And Attitude: The Effects Of Happiness On Economic Development, Chris Pace
Economics And Attitude: The Effects Of Happiness On Economic Development, Chris Pace
Undergraduate Research Conference
No abstract provided.
Examining The Student Investment Roundtable's Funds, David Hernandez, Uriel Luna
Examining The Student Investment Roundtable's Funds, David Hernandez, Uriel Luna
Undergraduate Research Conference
To what extent are the factors of the Fama-French-Factor Asset Pricing Model related to rates of returns of the Stephen F. Austin State University Student Investment Roundtable Fund?
The Fama-French Model is believed to be a major improvement over the ever-popular Capital Asset Pricing Model, CAPM. The Capital Asset Pricing Model uses a single factor beta to compare the excess returns of a portfolio with the excess returns of the market as a whole, but is said to oversimplify the complex market. On the other hand, the Fama-French Model three-factor adds additional factors to the original CAPM equation. The Fama-French …