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Documents Fama-French 3F Model

Research Question Fama &French (1992) The Cross Section of Expected Stock Return Research Question The relation between beta and cross sectional return is flat; can the…

Documents Coskewness in European Real Estate Equity Returns Tobias Dechant Kai-Magnus Schulte

Folie 1 Coskewness in European Real Estate Equity Returns Tobias Dechant Kai-Magnus Schulte Dr. Max Mustermann Referat Kommunikation & Marketing Verwaltung ERES Conference…