Skip to main content
eScholarship
Open Access Publications from the University of California

Scholarly Works (1 results)

  • Thesis
  • Peer Reviewed
UCLA Electronic Theses and Dissertations (2017)

The thesis tests performances of Capital Asset Pricing Model and Fama-French Three-Factor Model. Through an empirical study on the US stocks from January 2000 to August 2017, the thesis demonstrates that Fama-French Three-Factor model performs better than Capital Asset Pricing Model.

    Cover page: An Empirical Study of Capital Asset Pricing Model and Fama-French Three-Factor Model
    Top