Statistical understanding of the Farna-French factor model

Master's

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Bibliographic Details
Main Author: CHUA YAN RU
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2012
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/35550
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-355502015-01-19T02:47:50Z Statistical understanding of the Farna-French factor model CHUA YAN RU STATISTICS & APPLIED PROBABILITY XIA YINGCUN Fama French, PCA, CAPM Master's MASTER OF SCIENCE 2012-11-30T18:01:53Z 2012-11-30T18:01:53Z 2012-07-26 Thesis CHUA YAN RU (2012-07-26). Statistical understanding of the Farna-French factor model. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/35550 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Fama French, PCA, CAPM
spellingShingle Fama French, PCA, CAPM
CHUA YAN RU
Statistical understanding of the Farna-French factor model
description Master's
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
CHUA YAN RU
format Theses and Dissertations
author CHUA YAN RU
author_sort CHUA YAN RU
title Statistical understanding of the Farna-French factor model
title_short Statistical understanding of the Farna-French factor model
title_full Statistical understanding of the Farna-French factor model
title_fullStr Statistical understanding of the Farna-French factor model
title_full_unstemmed Statistical understanding of the Farna-French factor model
title_sort statistical understanding of the farna-french factor model
publishDate 2012
url http://scholarbank.nus.edu.sg/handle/10635/35550
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