Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:asset_pricing_model
|
| gptkbp:citation |
Fama, Eugene F.; French, Kenneth R. (1992). "The Cross-Section of Expected Stock Returns". Journal of Finance.
|
| gptkbp:developedBy |
gptkb:Kenneth_French
Eugene Fama |
| gptkbp:extendsTo |
gptkb:Capital_Asset_Pricing_Model
|
| gptkbp:factor |
size
value market risk |
| gptkbp:field |
economics
finance |
| gptkbp:introducedIn |
1992
|
| gptkbp:purpose |
explain stock returns
|
| gptkbp:relatedTo |
gptkb:Carhart_four-factor_model
gptkb:Arbitrage_Pricing_Theory |
| gptkbp:sizeFactor |
gptkb:SMB_(Small_Minus_Big)
|
| gptkbp:usedFor |
risk assessment
portfolio analysis |
| gptkbp:usedIn |
empirical asset pricing
|
| gptkbp:valueFactor |
gptkb:HML_(High_Minus_Low)
|
| gptkbp:variant |
gptkb:Fama–French_five-factor_model
|
| gptkbp:bfsParent |
gptkb:Fama–French_three-factor_model
|
| gptkbp:bfsLayer |
6
|
| https://www.w3.org/2000/01/rdf-schema#label |
Fama–French model
|