RFM 2020 Lecture 1(3): The Fama and French six-factor model

Описание к видео RFM 2020 Lecture 1(3): The Fama and French six-factor model

In the first instance, this lecture video is for Master's Degree Students at the University of Vaasa (School of Accounting and Finance).

In this lecture I discuss the the following paper:

Fama, E., French, K.R., 2018. Choosing Factors, Journal of Financial Economics 128, 234-252.
(https://www.sciencedirect.com/science...)

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