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… (More)
Wikipedia

Topic mentions per year

Topic mentions per year

1956-2017
010203019562016

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
We propose that social interaction is a potential risk factor in the asset pricing model of the stock market. “Panorama net” is a… (More)
  • table II
  • table I
  • figure 1
  • table IV
Is this relevant?
2017
2017
Background: Fama and French propose a five-factor model that contains the market factor and factors related to size, book-to… (More)
  • table 1
  • table 2
  • table 3
  • table 4
  • table 5
Is this relevant?
2015
2015
  • Islem Boutabba
  • 2015
The study of mean returns of American stocks showed a poor coefficient of the Sharpe (1964) and Lintner (1965) capital asset… (More)
  • figure 1.1
Is this relevant?
2014
2014
........................................................................................................................................... 1 Acknowledgements.......................................................................................................................... 2 Table of contents .............................................................................................................................. 3 
  • figure 1
  • table 1
  • table 2
  • table 5
  • table 6
Is this relevant?
2012
2012
  • David Kilsgård, Filip Wittorf
  • 2012
The study examines the adequacy of the measurement of the cross-section of expected stock returns on the London Stock Exchange of… (More)
  • figure 9
  • table 8
  • table 9
  • table 10
  • table 11
Is this relevant?
2012
2012
In the three-factor model of Fama and French (1993), portfolio returns are explained by the factors Small Minus Big () and… (More)
  • table 1
  • table 2
  • table 3
  • table 4
  • table 5
Is this relevant?
Highly Cited
2011
Highly Cited
2011
This study assessed the dimensionality of the Empathy Quotient (EQ) using two statistical approaches: Rasch and Confirmatory… (More)
  • figure 1
  • figure 2
  • table 1
  • figure 3
  • table 2
Is this relevant?
2009
2009
Purpose – The purpose of this paper is to discuss a multiscale pricing model for the French stock market by combining wavelet… (More)
  • table I
  • table II
  • table III
  • figure 1
  • figure 2
Is this relevant?
2007
2007
THE PERFORMANCE OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS: A MONTE CARLO STUDY WITH AN APPLICATION TO THE THREE… (More)
  • table I
  • table II
  • table III
  • table IV
  • table V
Is this relevant?
2002
2002
Characterizing the instantaneous investment opportunity set by the real interest rate and the maximum Sharpe ratio, a simple… (More)
  • table 1
  • table 2
  • table 3
  • table 4
  • table 5
Is this relevant?