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🔗 Source: wine-economics.org
📊 Size: 224 KB
👤 Author: unknown
⬇️ Downloads: 58

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Researchers analyzed Bordeaux wine returns using the Fama-French Three-Factor Model and the Capital Asset Pricing Model, finding that returns average up to 0.75% per month above those predicted by these models, with investment grade wines offering a valuable dimension of portfolio diversification due to low exposure to market risk factors.

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Researchers analyzed Bordeaux wine returns using the Fama-French Three-Factor Model and the Capital Asset Pricing Model, finding that returns average up to...

Technical Information

  • File Format: PDF
  • File Size: 224 KB
  • Pages: 35
  • Language: EN
  • Author: unknown
  • Total Downloads: 58
  • Last Updated: 1 month ago

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