fama-french
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P1.T1.705. Fama-French three factor model (Bodie's multifactor models continued)
Learning objectives: Describe properties of well-diversified portfolios and explain the impact of diversification on the residual risk of a portfolio. Explain how to construct a portfolio to hedge exposure to multiple factors. Describe and apply the Fama-French three factor model in estimating...- Nicole Seaman
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- bodie diversification fama-french multi-factor-models well-diversified-porfolio
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