Which of the following are the factors for the Fama-French model?

A)The excess market return, a size factor, and a book-to-market factor.
B) The excess market return, a debt factor, and a book-to-market factor.
C) The excess market return, a size factor, and a debt.
D) A debt factor, a size factor, and a book-to-market factor.
E) The excess market return, an industrial production factor, and a book-to-market factor.

Question

Which of the following are the factors for the Fama-French model?

A)The excess market return, a size factor, and a book-to-market factor.
B)	The excess market return, a debt factor, and a book-to-market factor.
C)	The excess market return, a size factor, and a debt.
D)	A debt factor, a size factor, and a book-to-market factor.
E)	The excess market return, an industrial production factor, and a book-to-market factor.

Quizplus · Accepted Answer

The Fama-French model includes the excess market return as well as a size factor and a book-to-market factor. The debt factor and industrial production factor are not part of this particular model.

Which of the Following Are the Factors for the Fama-French