The Fama and French three-factor model uses ___, ___, and ___ as factors.

A) industrial production; term spread; default spread B) industrial production; inflation; default spread C) firm size; book-to-market ratio; market index D) firm size; book-to-market ratio; default spread A) industrial production; term spread; default spread B) industrial production; inflation; default spread C) firm size; book-to-market ratio; market index D) firm size; book-to-market ratio; default spread

Exam 13: Empirical Evidence on Security Returns

Exam 1: The Investment Environment51 Questions

Exam 2: Financial Markets, Asset Classes and Financial Instruments82 Questions

Exam 3: How Securities Are Traded65 Questions

Exam 4: Mutual Funds and Other Investment Companies59 Questions

Exam 5: Risk, Return, and the Historical Record64 Questions

Exam 6: Capital Allocation to Risky Assets59 Questions

Exam 7: Optimal Risky Portfolios63 Questions

Exam 8: Index Models76 Questions

Exam 9: The Capital Asset Pricing Model71 Questions

Exam 10: Arbitrage Pricing Theory and Multifactor Models of Risk and Return62 Questions

Exam 11: The Efficient Market Hypothesis42 Questions

Exam 12: Behavioural Finance and Technical Analysis41 Questions

Exam 13: Empirical Evidence on Security Returns41 Questions

Exam 14: Bond Prices and Yields110 Questions

Exam 15: The Term Structure of Interest Rates58 Questions

Exam 16: Managing Bond Portfolios69 Questions

Exam 17: Macroeconomic and Industry Analysis67 Questions

Exam 18: Equity Valuation Models106 Questions

Exam 19: Financial Statement Analysis71 Questions

Exam 20: Options Markets: Introduction88 Questions

Exam 21: Option Valuation85 Questions

Exam 22: Futures Markets85 Questions

Exam 23: Futures, Swaps, and Risk Management51 Questions

Exam 24: Portfolio Performance Evaluation68 Questions

Exam 25: International Diversification48 Questions

Exam 26: Hedge Funds46 Questions

Exam 27: The Theory of Active Portfolio Management48 Questions

Exam 28: Investment Policy and the Framework of the Cfa Institute76 Questions

The Fama and French three-factor model uses _, _, and ___ as factors.

The Investment Environment

Financial Markets, Asset Classes and Financial Instruments

How Securities Are Traded

Mutual Funds and Other Investment Companies

Risk, Return, and the Historical Record

Capital Allocation to Risky Assets

Optimal Risky Portfolios

Index Models

The Capital Asset Pricing Model

Arbitrage Pricing Theory and Multifactor Models of Risk and Return

The Efficient Market Hypothesis

Behavioural Finance and Technical Analysis

Bond Prices and Yields

The Term Structure of Interest Rates

Managing Bond Portfolios

Macroeconomic and Industry Analysis

Equity Valuation Models

Financial Statement Analysis

Options Markets: Introduction

Option Valuation

Futures Markets

Futures, Swaps, and Risk Management

Portfolio Performance Evaluation

International Diversification

Hedge Funds

The Theory of Active Portfolio Management

Investment Policy and the Framework of the Cfa Institute

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