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  2. Using the knowledge of how Fama and French constructed their HML portfolio, and knowing what the typical value and growth companies are, could you please explain the differential performance of the market and HML portfolios?

Using the knowledge of how Fama and French constructed their HML portfolio, and knowing what the typical value and growth companies are, could you please explain the differential performance of the market and HML portfolios?

Fama and French

ASSIGNMENT

Using the knowledge of how Fama and French constructed their HML portfolio, and knowing what the typical value and growth companies are, could you explain the differential performance of the market and HML portfolios?

 


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