By Stephen Satchell, Andrew Grant. 170 9.6 Concluding remarks 172 Chapter 10 Theoretical Analysis of the Fama-French Portfolios 174 10.1 Introduction 174 10.2 Strategies, notation and preliminaries 179 10.3 Distribution of Fama-French factors 182 10.4 Fama-French factors with sequential sorting 189 10.5 Conclusion 194 10.
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