Learn about the Fama French Three Factor Model, its formula, and how it enhances portfolio analysis by incorporating size and ...

This paper generalizes the risk-return relationship implied by the traditional capital asset pricing model with finite investment horizons. It examines the effect of heterogeneous investment horizons ...

This paper combines Tobin's Q theory of real investment with the capital asset pricing model to produce a new and relatively simple procedure for the valuation of real estate assets using the income ...