Open AccessComparison of CAPM and Fama-French Three-Factor Model in Investment Portfolios Prediction
Author(s) -
Jian Hu,
Mingjun You,
Jiawen Zhang
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v23i.1410
Subject(s) - portfolio , capital asset pricing model , expansive , investment (military) , investment portfolio , actuarial science , investment strategy , economics , market portfolio , pension , financial economics , modern portfolio theory , business , finance , market liquidity , materials science , compressive strength , politics , political science , law , composite material