005期-有效市场假说与三因子模型

本期由Yixue主持，Alfred分享了有效市场假说提出的背景以及主要内容，主要介绍了Eugene Fama教授在有效市场假说从定性到定量方面做的贡献，最后分享了Fama–French三因子模型的内容和应用。 Core Topics: 有效市场假说、三因子模型、尤金·法玛 Show Note： 尤金·法玛 默顿·米勒 弗兰科·莫迪利安尼 几何学的重建者——曼德布罗特 Benoit Mandelbrot 有效市场假说 我国A股市场有效性实证分析 Efficient Capital Markets: A Review of Theory and Empirical Work My Life in Finance-Eugene F. Fama Fama–French three-factor model Fama-French三因子模型 Fama-French三因素模型在国内证券市场的实证研究 AQR Cliff Asness 更多内容请访问:

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005期-有效市场假说与三因子模型 is an episode from QuantFM by QuantFM.

This episode is 23:45 long.

This episode was published on Sep 14, 2016.

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