Three Factor Model The formulae for calculations of these factors can be re-written as;
{"Image DocumentName": "Three Factor ModelThe formulae for calculations of these factors can be re-written as;", "Image ImageDescription": "r - rf = bmarket (rmarket factor ) + bsize (rsize factor ) + bbook-to-market (rbook-to-market factor ) This is commonly known as the Fama\u2013French three-factor model.", "Image XResolution": "37", "Image YResolution": "37", "Image ResolutionUnit": "Pixels/Centimeter", "Image Software": "SlidePlayer", "Image YCbCrPositioning": "Centered"}