An Investigation of Multi-factor Asset Pricing Models in the UK
The study compares the CAPM FamaFrench 5 factor and Hou et al. 2015 qfactor model in the UK, concluding that the qfactor model is more effective.
Featured in No. 63 on 28 Aug 2024 · 58 days after release · 0 citations today
- Released
- 1 Jul 2024
- First featured
- No. 63 · 28 Aug 2024
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- SSRN 4933529
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