[TIL_200810] Factor Models and Types of Factors (1) (시장이상현상과 다요인모형)

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Lesson 22. Factors
Lesson 23. Factor Models and Types of Factors (1)

시장이상현상과 다요인모형

• The Fama and French Three-Factor Model (FF Model)
• The Chen, Novy-Marx and Zhang Three-Factor Model (CNZ Model)
• The Cahart Four-Factor Model

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Lesson 23. Factor Models and Types of Factors (2)