Modification of the Three-Factor Fama-French Model and its Application to Assess the Efficiency of the Portfolio Management of Russian Investment Funds
The subject of the paper is the activity of managers of Russian investment funds. The aim of the paper is to determine the possibility of using widely applied abroad methods of assessment of the managers’ diving abilities in the Russian practice, adaptation to the conditions of the Russian market of...
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| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Government of the Russian Federation, Financial University
2023-05-01
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| Series: | Финансы: теория и практика |
| Subjects: | |
| Online Access: | https://financetp.fa.ru/jour/article/view/2074 |
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