Estimate a five factor model

Reference no: EM131234245 , Length: word count : 2000

The report should be approximately 2000 words in length.

5EF Assignment:

Read the attached paper and provide a brief review. This should include a discussion for each of the five factors and an explanation of what the paper is trying to capture.

You can read and discuss any other paper included in the reference list that you feel appropriate.

Using the data that you can obtain from:

https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

estimate a five factor model and discuss any differences between your results and those reported in the paper.

Reference no: EM131234245

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