题目
题目

BU.232.640.F3.SP25 Quiz 4

单项选择题

In the Fama-French three-factor model, which is NOT a factor?

选项
A.Market excess return (EMKT)
B.Size factor (SMB)
C.Volatility index (VIX)
D.Value factor (HML)
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标准答案
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思路分析
In the question, we are asked which item is NOT a factor in the Fama-French three-factor model. Option 1: 'Market excess return (EMKT)' — This is indeed one of the core factors in the model, representing the excess return of the market o......Login to view full explanation

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