Comparison of the CAPM and Multi-Factor Fama–French Models for the Valuation of Assets in the Industries with the Highest Number of Transactions in the US Market
This study comparatively evaluated the Capital Asset Pricing Model (CAPM), the Fama and French three-factor model (FF3), and the Fama and French five-factor model (FF5) in key US market sectors (finance, energy, and utilities). The goals were to optimize financial decisions and reduce valuation erro...
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| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
MDPI AG
2025-07-01
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| Series: | International Journal of Financial Studies |
| Assuntos: | |
| Acceso en liña: | https://www.mdpi.com/2227-7072/13/3/126 |
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