Effective Diversification in a Three-Factor World – Larry Swedroe
Larry Swedroe, 3/19/2010
Overview: Following is a discussion of professors Eugene F. Fama’s and Kenneth R. French’s three-factor model, which appeared in the landmark 1992 Journal of Finance article, “The Cross-Section of Expected Stock Returns.” Introduction The June 1992 Journal of Finance article “The Cross-Section of Expected… Read more
