Fama and French Suggest a Three Factor Model Approach

question 58

Multiple Choice

Fama and French suggest a three factor model approach.Which of the following is not included in their approach?

• A) Excess returns to a broad market index
• B) Return differences between small-cap and large-cap portfolios
• C) Return differences between industry characteristics
• D) Return differences between value and growth stocks
• E) Both c and d

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