Xiaoguang Lu, Tingyu Zheng, Qingchun Lu. The Study in Characteristics of SMB and HML's Non-system Risk Factors in the Fama and French Three-Factor Model. In David Jin, Sally Lin, editors, Advances in Computer Science, Intelligent System and Environment [Proceedings of CSISE 2011, Volume 3, September 24-25, 2011, Guangzhou, China]. Volume 106 of Advances in Soft Computing, pages 467-471, Springer, 2011. [doi]
Abstract is missing.