Hubert Chen

Blurred image of the arch used as background for stylistic purposes.

Professor Emeritus

Research

Research Interests:

Ranking and selection
multiple-comparison procedures
hypothesis testing
stock market analysis

Events featuring Hubert Chen

February 19, 3:30pm

Hubert Chen

Thursday, February 19 2015, 3:30pm

Room 306, Statistics

In this talk the three-factor Fama-French regression model (1992~1995) is introduced, where the three factors are the market risk premium (MRP), small-minus-big risk premium (SMB) and high-minus-low risk premium (HML). It is known that the factors MRP, SMB and HML can affect a stock portfolio’s return. According to the Fama-French regression model,…

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