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Hubert Chen

Blurred image of the arch used as background for stylistic purposes.
Professor Emeritus
Research Interests:
  • Ranking and selection
  • multiple-comparison procedures
  • hypothesis testing
  • stock market analysis
Events featuring Hubert Chen
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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