Fama-French Five-Factor Model
GPTKB entity
Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb: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:introducedIn |
2015
|
| gptkbp:publishedIn |
gptkb:Journal_of_Finance
|
| gptkbp:purpose |
explain stock returns
|
| gptkbp:usedIn |
empirical asset pricing
|
| gptkbp:bfsParent |
gptkb:Fama-French_Three-Factor_Model
gptkb:CMA_(Conservative_Minus_Aggressive) gptkb:RMW_(Robust_Minus_Weak) |
| gptkbp:bfsLayer |
8
|
| https://www.w3.org/2000/01/rdf-schema#label |
Fama-French Five-Factor Model
|