Keywords: Fama-French three-factor model
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Journal Articles
Journal: Kybernetes
Kybernetes (2024) 53 (11): 4639–4653.
Published: 18 July 2023
... and positively skewed returns that are not explicable through classical asset pricing models, including the Capital Asset Pricing Model (CAPM) and Fama-French three-factor model. To explain why investors with gambling preferences overestimate the returns from risky assets that have lottery-like characteristics...

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