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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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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
Highly Cited
2013
Highly Cited
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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2013
2013
This paper empirically examines the Fama-French three-factor model of stock returns for Croatia. In contrast to the results of… Expand
2008
2008
This study is focussed on estimating the real interest and inflation sensitivity in Spanish market, proposing an extension of the… Expand
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
Highly Cited
2007
Highly Cited
2007
W ITHIN the last few years considerable progress has been made in three closely related areas-the theory of portfolio selection,1… Expand
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Highly Cited
2004
Highly Cited
2004
Duration is an important and well-established risk characteristic for fixed income securities. We use recent developments in… Expand
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Highly Cited
2002
Highly Cited
2002
This paper investigates nonlinear pricing kernels in which the risk factor is endogenously determined and preferences restrict… Expand
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Highly Cited
2002
Highly Cited
2002
This paper examines the relationship between book-to-market equity, distress risk, and stock returns. Among firms with the… 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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