The use of three-factor model to make financial portfolio and help clients’ decisions

Author:

Qiu Shunbo,Wang Junchen

Abstract

minimizing the risks involved in investing and also increasing the chance of making profits are the most essential two factors in investment. In order to make profits and reduce risks, more and more people tend to find professional managers to make financial portfolios since they are the ones who understand clients’ financial needs and suggest the best and unique investment strategies. During the calculation, we choose the three-factor model over CAPM. The traditional asset pricing model, known formally as the CAPM uses only one variable to describe the returns of a portfolio or stock with the returns of the market as a whole. In addition, generally speaking, the Fama-French Three-Factor Model provides a much better explanation for cross-sectional variations in stock returns in a number of countries. Our paper discusses the advantages and disadvantages of three-factor models compared to CAPM, and the use of three-factor model.

Publisher

Boya Century Publishing

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