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Fama–French three-factor model

Known as: Fama-French three factor model, Fama-French three-factor model, Three-factor model 
In asset pricing and portfolio management the Fama–French three-factor model is a model designed by Eugene Fama and Kenneth French to describe stock… Expand
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Papers overview

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Review
2018
Review
2018
Abstract This study presents an evaluation of the Community of Inquiry (CoI) survey instrument developed by Arbaugh et al. (2008… Expand
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2018
2018
The thesis tests the Fama and French Three-Factor Model on the Croatian stock market. The performance of the model is compared… Expand
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2013
2013
This paper empirically examines the Fama-French three-factor model of stock returns for Croatia. In contrast to the results of… Expand
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2013
2013
This study tests the validity of the Fama and French three-factor asset pricing model on the Istanbul Stock Exchange (ISE… Expand
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Highly Cited
2010
Highly Cited
2010
The market factor, an investment factor, and a return-on-assets factor summarize the cross-sectional variation of expected stock… Expand
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2008
2008
The goal of this study is to compare the CAPM to the Fama-French (FF) Three Factor Model and to Carhart‟s extension of the FF… Expand
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2005
2005
A method and system are provided for visualization of information stored in database records. Data visualizations offer a view of… Expand
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2003
2003
The first-year MBA finance course regularly includes a discussion of the CAPM. This teaching note extends the typical textbook… Expand
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Highly Cited
2001
Highly Cited
2001
This study empirically examines the Fama-French three-factor model of stock returns for India. We find evidence for pervasive… Expand
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2001
2001
Characterizing the instantaneous investment opportunity set by the real interest rate and the maximum Sharpe ratio, a simple… Expand
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