How can I tell the sign of the estimated coefficients of a portfolio? Under Fama-Fench...

90.2K

Verified Solution

Question

Finance

How can I tell the sign of the estimated coefficients of a portfolio? Under Fama-Fench three and five-factor model. what is the reason for positive or negative

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students