A measure which is not included in Fama French Three-Factor model is?

realized risk free rate
rate of return on market
random error
risk premium

LohaHridoy

4 views

2025-01-04 04:42

1 Answers

AhmedNazir

Answer: Option 4

A measure which is not included in Fama French Three-Factor model is risk premium. The Fama-French three-factor model is an expansion of the capital asset pricing model (CAPM) CAPM formula shows the return of a security is equal to the risk-free return plus a risk premium, based on the beta of that security. The model is adjusted for outperformance tendencies.

4 views Answered 2022-09-01 13:21

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