Taiwan Fund, Inc., a closed-end, diversified management investment company with an investment objective of long-term capital appreciation through investment primarily in equity securities listed on the Taiwan Stock Exchange. The Company may also invest in debt securities and/or Republic of China securities through the use of trust funds established in the Republic of China....
+See MoreSharpe-Lintner-Black CAPM alpha (Premium Members Only) Fama-French (1993) 3-factor alpha (Premium Members Only) Fama-French-Carhart 4-factor alpha (Premium Members Only) Fama-French (2015) 5-factor alpha (Premium Members Only) Fama-French-Carhart 6-factor alpha (Premium Members Only) Dynamic conditional 6-factor alpha (Premium Members Only) Last update: Saturday 3 October 2026
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Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
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