Monday, November 28, 2011

The CAPM and Fama-French Models in Brazil: A Study

The CAPM and Fama-French Models in Brazil: A Comparative Study

Fernando Daniel Chague

Dissertation presented to the Escola de
Economia de São Paulo, Fundação Getulio
Vargas as one of the requirements for
completion of the Masters in Economics

2007


http://bibliotecadigital.fgv.br/dspace/bitstream/handle/10438/1786/1_166943.pdf?sequence=1

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