Which of the following are the factors for the Fama-French model? 1. The excess market return, a size factor, and a debt. 2. a. The excess market return, a size factor, and a book-to-market factor. 3....



    Which of the following are the factors for the Fama-French model?
































1.

The excess market return, a size factor, and a debt.



2.

a. The excess market return, a size factor, and a book-to-market factor.



3.

b. The excess market return, a debt factor, and a book-to-market factor.



4.

d. A debt factor, a size factor, and a book-to-market factor.



5.

e. The excess market return, an industrial production factor, and a book-to-market factor.





Jun 11, 2022
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