Abstract
In order to answer the research questions, the starting point is the construction of the six Fama-French Portfolios, which range from small value stocks to large growth stocks. These portfolios also serve as a basis for the calculation of the returns of the factor-mimicking portfolios SMB and HML.
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Scheurle, P. (2010). Study Design and Data. In: Predictability of the Swiss Stock Market with Respect to Style. Gabler. https://doi.org/10.1007/978-3-8349-8729-7_4
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DOI: https://doi.org/10.1007/978-3-8349-8729-7_4
Publisher Name: Gabler
Print ISBN: 978-3-8349-2191-8
Online ISBN: 978-3-8349-8729-7
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