Listagem FGV EESP - Escola de Economia de São Paulo por Título "The Capm and Fama-French models in Brazil: a comparative study"

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    • The Capm and Fama-French models in Brazil: a comparative study 

      Chague, Fernando Daniel
      2007-11-17
      This paper confronts the Capital Asset Pricing Model - CAPM - and the 3-Factor Fama-French - FF - model using both Brazilian and US stock market data for the same Sample period (1999-2007). The US data will serve only as ...