Fama–French five-factor model
GPTKB entity
Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
asset pricing model
|
| gptkbp:author |
gptkb:Kenneth_R._French
gptkb:Eugene_F._Fama |
| gptkbp:citation |
gptkb:A_Five-Factor_Asset_Pricing_Model
2015 |
| gptkbp:countryOfOrigin |
gptkb:United_States
|
| gptkbp:developedBy |
gptkb:Kenneth_French
Eugene Fama |
| gptkbp:extendsTo |
gptkb:Fama–French_three-factor_model
|
| gptkbp:factor |
gptkb:market
size value market risk profitability |
| gptkbp:field |
finance
|
| https://www.w3.org/2000/01/rdf-schema#label |
Fama–French five-factor model
|
| gptkbp:introducedIn |
2015
|
| gptkbp:publishedIn |
gptkb:Journal_of_Finance
|
| gptkbp:relatedTo |
gptkb:capital_asset_pricing_model
factor investing |
| gptkbp:usedFor |
explaining stock returns
|
| gptkbp:bfsParent |
gptkb:Fama–French_three-factor_model
|
| gptkbp:bfsLayer |
6
|