Thursday, August 4, 2011

How to use the FF 3 factor model

Via the financeprofessor blog - how to implement the Fama French 3 factor pricing model.

1 comment:

  1. Just to boil this down. Would you recommend buying a total stock market index fund, but also adding a small cap index fund and a value index fund? This would result in index returns with a slight overweight towards small caps and value stocks.

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