Introduction to Fama French Three Factor Model

Let's dive into the details surrounding Fama French Three Factor Model. This video discusses the

Fama French Three Factor Model Comprehensive Overview

This is my last video in my series on the CAPM. I am going over the most popular extension, the More videos at https://facpub.stjohns.edu/~moyr/videoonyoutube.htm. Asset Pricing with Prof. John H. Cochrane PART II. Module 1.

The

Summary & Highlights for Fama French Three Factor Model

  • IN this video, I discuss
  • Created again we've got the F and
  • ... entirely on this three Factor uh
  • A 1993 paper in the Journal of Financial Economics with nearly 15000 citations today changed financial economics and portfolio ...
  • Produced by NotebookLM Reference:

That wraps up our extensive overview of Fama French Three Factor Model.

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