The Study in Characteristics of SMB and HML's Non-system Risk Factors in the Fama and French Three-Factor Model

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]

@inproceedings{LuZL11,
  title = {The Study in Characteristics of SMB and HML's Non-system Risk Factors in the Fama and French Three-Factor Model},
  author = {Xiaoguang Lu and Tingyu Zheng and Qingchun Lu},
  year = {2011},
  doi = {10.1007/978-3-642-23753-9_75},
  url = {http://dx.doi.org/10.1007/978-3-642-23753-9_75},
  researchr = {https://researchr.org/publication/LuZL11},
  cites = {0},
  citedby = {0},
  pages = {467-471},
  booktitle = {Advances in Computer Science, Intelligent System and Environment [Proceedings of CSISE 2011, Volume 3, September 24-25, 2011, Guangzhou, China]},
  editor = {David Jin and Sally Lin},
  volume = {106},
  series = {Advances in Soft Computing},
  publisher = {Springer},
  isbn = {978-3-642-23752-2},
}