A Five-Factor Asset Pricing Model
GPTKB entity
Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
asset pricing model
|
| gptkbp:citation |
gptkb:A_Five-Factor_Asset_Pricing_Model
10.1016/j.jfineco.2014.10.010 |
| gptkbp:countryOfOrigin |
gptkb:United_States
|
| gptkbp:extendsTo |
gptkb:Fama-French_Three-Factor_Model
|
| gptkbp:factor |
market risk premium
size (SMB) value (HML) investment (CMA) profitability (RMW) |
| gptkbp:field |
finance
asset pricing |
| https://www.w3.org/2000/01/rdf-schema#label |
A Five-Factor Asset Pricing Model
|
| gptkbp:proposedBy |
gptkb:Kenneth_R._French
gptkb:Eugene_F._Fama |
| gptkbp:publicationYear |
2015
|
| gptkbp:publishedIn |
gptkb:Journal_of_Financial_Economics
|
| gptkbp:relatedTo |
gptkb:Carhart_Four-Factor_Model
gptkb:CAPM gptkb:Fama-French_Three-Factor_Model |
| gptkbp:usedFor |
explaining stock returns
|
| gptkbp:bfsParent |
gptkb:Fama–French_five-factor_model
|
| gptkbp:bfsLayer |
7
|