Southville International School and Colleges Search for 'su:"Factor model"'

Discovering how advertising grows sales and builds brands /

By Bruce, Norris...
2012 .
49 : 6, page 793

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Dynamic brand satiation /

By Hasegawa, Shohei...
2012 .
49 : 6, page 842

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Does sociabilit predict civic involvement and political participation/

By Foschi, Renato.
2014 .
106:2 page 339

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Choosing factors / by Eugene F. Fama, & Kenneth R. French

Amsterdam Elsevier 2018 .
Pages 234-252 , Abstract Our goal is to develop insights about the maximum squared Sharpe ratio for model factors as a metric for ranking asset pricing models. We consider nested and non-nested models. The nested models are the capital asset pricing model, the three-factor model of Fama and French (1993), the five-factor extension in Fama and French (2015), and a six-factor model that adds a momentum factor. The non-nested models examine three issues about factor choice in the six-factor model: (1) cash profitability versus operating profitability as the variable used to construct profitability factors, (2) long-short spread factors versus excess return factors, and (3) factors that use small or big stocks versus factors that use both.

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