Which one of the following is NOT part of the Fama French factor model?
A) Market portfolio
B) Book to market value
C) Inflation
D) Size of stock

Name: Which one of the following is NOT part of the Fama French factor model? A) Market portfolio B) Book to market value C) Inflation D) Size of stock
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Question

Quizplus · Accepted Answer

The Fama French factor model includes the market portfolio, book to market value, and size of stock as factors, but inflation is not a factor in the model.

Which One of the Following Is NOT Part of the Fama