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Fama–French three-factor model is used for asset pricing and portfolio management. The three factors are company size, company price-to-book ratio, and market risk. The traditional asset pricing model, known formally as the capital asset pricing model (CAPM) uses only one variable to describe the returns of a portfolio or stock with the returns of the market as a whole. In contrast, the Fama–French model uses three variables. Fama and French started with the observation that two classes of stocks have tended to do better than the market as a whole: (i) small caps and (ii) stocks with a high Book-to-market ratio (B/P, customarily called value stocks, contrasted with growth stocks). They then added two factors to CAPM to reflect a portfolio's exposure to these two classes.
According to SEBI(DP) Regulations, 2018 which of the following is not a part of Oversight committee?
What is the tenure for which an additional director is appointed under the Companies Act?
A cuts down a tree on B’s land with the intention of dishonestly taking the tree out of B’s possession, without B’s consent. A has committed which...
Which Section of SEBI Act, 1992 deals with Management of Board for SEBI?
People who are not liable under the Indian Penal Code when working in their official capacities?
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In case of an offence punishable with fine only, imprisonment for non-payment of fine:
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Section 10 of the Indian Penal Code refers to: (Mark the correct response)
(i) A male human being of any age
(ii) A female human ...