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QUESTION
How do you compare the FF3 model to the CAPM model to the FF5, what things do I look at . I looked at the F statistics and got 508 for the Ff3 and...
How do you compare the FF3 model to the CAPM model to the FF5, what things do I look at . I looked at the F statistics and got 508 for the Ff3 and ff5( 310) and 725 for the CAPM. Does that look incorrect and what other things should i compare between the models?
