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The Study in Characteristics of SMB and HML's Non-system Risk Factors in the Fama and French Three-Factor Model.
Xiaoguang Lu
Tingyu Zheng
Qingchun Lu
Published in:
CSISE (3) (2011)
Keyphrases
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risk factors
risk analysis
case study
neural network
real world
data mining
information systems
knowledge discovery
statistical analysis