Fama-French Five-Factor Model
GPTKB entity
Statements (55)
| Predicate | Object |
|---|---|
| gptkbp:instance_of |
gptkb:economic_analysis
|
| gptkbp:aims_to |
stock returns
|
| gptkbp:applies_to |
gptkb:U._S._stock_market
|
| gptkbp:consists_of |
investment factor
market risk factor profitability factor size factor value factor |
| gptkbp:developed_by |
gptkb:Eugene_Fama
gptkb:Kenneth_R._French |
| gptkbp:has_applications_in |
gptkb:Investment_Management
risk assessment performance evaluation |
| gptkbp:has_limitations |
predictive power
time period dependence |
| https://www.w3.org/2000/01/rdf-schema#label |
Fama-French Five-Factor Model
|
| gptkbp:improves |
gptkb:Fama-French_Three-Factor_Model
|
| gptkbp:is_adopted_by |
gptkb:financial_institutions
investment firms wealth management companies |
| gptkbp:is_analyzed_in |
finance courses
investment seminars |
| gptkbp:is_based_on |
empirical research
|
| gptkbp:is_challenged_by |
alternative models
multi-factor models |
| gptkbp:is_cited_in |
financial analysis
academic literature investment research |
| gptkbp:is_criticized_for |
complexity
data mining issues |
| gptkbp:is_discussed_in |
financial conferences
|
| gptkbp:is_evaluated_by |
financial analysts
quantitative researchers |
| gptkbp:is_influenced_by |
market anomalies
behavioral finance |
| gptkbp:is_influential_in |
financial theory
investment practices |
| gptkbp:is_often_used_in |
finance
|
| gptkbp:is_part_of |
modern portfolio theory
|
| gptkbp:is_recognized_by |
academics
financial professionals |
| gptkbp:is_related_to |
gptkb:CAPM
risk factors factor investing return factors |
| gptkbp:is_supported_by |
statistical methods
historical data |
| gptkbp:is_tested_for |
empirical data
|
| gptkbp:is_used_by |
institutional investors
hedge funds |
| gptkbp:published_in |
gptkb:2015
|
| gptkbp:used_in |
portfolio management
asset pricing |
| gptkbp:bfsParent |
gptkb:Fama-French_Three-Factor_Model
|
| gptkbp:bfsLayer |
6
|