Fama-French Five-Factor Model
GPTKB entity
Statements (21)
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 |
https://www.w3.org/2000/01/rdf-schema#label |
Fama-French Five-Factor Model
|
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
|
gptkbp:bfsLayer |
7
|