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Observations, opinion, research and links from financial economists Eugene Fama and Kenneth French.
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Volatility and Premiums
Tue, 08 May 2012 12:00:11 GMT
By Eugene F. Fama and Kenneth R. French
Understanding volatility is crucial for informed investment decisions. Our paper explores the volatility of the market, size, and value premiums of the Fama-French three-factor model for US equity returns.
