Chen, Guowei and Jing, Yang and Zhang, Tingjia (2012) Quantitative Portfolio Selection Based on Fama-French 3-Factor Model: An Empirical Research. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
![[thumbnail of 53637.pdf]](http://eprints.eai.eu/style/images/fileicons/application_pdf.png "53637.pdf")
PDF
53637.pdf
Download (265kB)
Abstract
This paper tries to take the monthly yield of 300 stocks in the CSI 300 Index in Chinese A shares market from January 2012 to December 2021 as the research object, making the stocks group through the size and book market value comparison. Fama-French three-factor model is used to perform regression
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:11 |
| Last Modified: | 17 Apr 2026 03:23 |
| URI: | http://eprints.eai.eu/id/eprint/42651 |
Actions (login required)
- View Item