Open AccessHow to allocate portfolio weight based on the FF3F model
Author(s) -
Jie Gao,
Qing Yang
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v23i.1382
Subject(s) - portfolio , pension , order (exchange) , modern portfolio theory , sharpe ratio , capital asset pricing model , economics , actuarial science , business , financial economics , finance