The Fama-French Three-Factor Model of Asset Pricing Attempted to Improve

question 15

Short Answer

The Fama-French three-factor model of asset pricing attempted to improve the CAPM by integrating variables that measured a firm's size and its ___________________.

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Definitions:

Burden of Proof

The obligation to prove allegations presented in a legal dispute, typically resting on the party who initiates the claim.

Negligent

Failing to take proper care in doing something, resulting in damage or harm to another.

Foreign Objects

Items or substances found in a place where they do not belong, which can cause harm or interference with normal operations or health.

Scalpel

A small and extremely sharp bladed instrument used for surgery, dissection, or art.