The first factor in the Fama French three factor model is Options: A . &nbspCAPM stock beta B . &nbspeconomic stock beta C . &nbspCAPM portfolio beta D . &nbspCAPM realized beta

The first factor in the Fama French three factor model is

Question

The first factor in the Fama French three factor model is

Options:

A . CAPM stock beta

B . economic stock beta

C . CAPM portfolio beta

D . CAPM realized beta

Answer: Option A
Answer: (a).CAPM stock beta

Was this answer helpful ?

Next Question

Question 1. The formula written as market risk premium divided by standard deviations of returns on market portfolio is used to calc....deviations of returns on market portfolio is used to calculate

Question 2. A line which shows the relationship between an expected return and risk on efficient portfolio is considered as....

Question 3. In arbitrage pricing theory, the higher required rate of return is usually paid on the stock....

Question 4. The relationship between total risk of stock, diversifiable risk and market risk is classified as....

Question 5. In capital asset pricing model, the investors assume that buying and selling activity will....

Question 6. For the investors, the more steeper slope of indifference curve shows the more....

Question 7. The positive minimum risk portfolio of any security shows that market security sold....

Question 8. In capital asset pricing model, the assumptions must be followed including....

Question 9. The third factor in the Fama French three factor model is the ratio which is classified as....

Question 10. The past realized rate of return in period t is denoted by....

Chapter 1 - GLOBAL STEEL SCENARIO & INDIAN STEEL INDUSTRY Part 1 : (13-04-2024) INDUSTRY AND COMPANY AWARENESS (ICA)

Direction Sense Test Part 1 Reasoning (Hindi)

Chapter 1 - RMHP / OHP / OB & BP Part 1 : (14-02-2024) GPOE

Cube & Cuboid Part 1 Reasoning (Hindi)

Data Interpretation (DI) Basic Concept Reasoning (Hindi)

Counting Figures Part 1 Counting Of Straight Lines Reasoning (Hindi)

Sail E0 free webinar Webinars

Real Numbers Part 7 Class 10 Maths

Real Numbers Part 1 Class 10 Maths

Polynomials Part 1 Class 10 Maths

Pie Chart - Test Paper 1 Data Interpretation Reasoning & DI

Tabulation - Test Paper 2 Data Interpretation Reasoning & DI

Test Paper 1 Direction Sense Test Reasoning & DI

ICA , RDIC,GFM Free Modal Test Paper - Non - Technical Branch Old Syllabus 2022 - SAIL Junior Officer E0

GFM Combined 1 Free Revision Test SAIL JO E-0