How to use the Fama French Model

Even though CAPM does not work, many (most) still use it with some bad results. Why? One reason may be that few people understand other models. Thus Wes Gray (the mastermind behind the Empirical Finance Blog) goes on to explain the Fama French model, link to Sharpe’s page for data, and then gives spreadsheet examples of how to use it. Simply great job! [FinanceProfessor annotation] … [ Read more ]