Fama-French Three-Factor Model
GPTKB entity
Statements (54)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
financial model
|
| gptkbp:appliesTo |
equity markets
|
| gptkbp:basedOn |
empirical research
|
| gptkbp:developedBy |
gptkb:Eugene_Fama
gptkb:Kenneth_French |
| https://www.w3.org/2000/01/rdf-schema#label |
Fama-French Three-Factor Model
|
| gptkbp:improves |
single-factor models
|
| gptkbp:includes |
market risk
size risk value risk |
| gptkbp:introduced |
1993
|
| gptkbp:isActiveIn |
quantitative finance
|
| gptkbp:isAvenueFor |
international markets
risk management mutual funds hedge funds |
| gptkbp:isBasedOn |
gptkb:Fama-French_Five-Factor_Model
|
| gptkbp:isChallengedBy |
alternative models
|
| gptkbp:isCitedIn |
academic papers
|
| gptkbp:isConsidered |
financial analysts
a benchmark model |
| gptkbp:isCriticizedFor |
overfitting
some economists lack of theoretical foundation |
| gptkbp:isDiscussedIn |
investment seminars
|
| gptkbp:isEvaluatedBy |
backtesting
|
| gptkbp:isExaminedBy |
finance textbooks
|
| gptkbp:isExemplifiedBy |
gptkb:Fama-French_Five-Factor_Model
|
| gptkbp:isExploredIn |
financial literature
|
| gptkbp:isIncorporatedIn |
financial regulations
|
| gptkbp:isInfluencedBy |
financial decision-making
Efficient Market Hypothesis |
| gptkbp:isLinkedTo |
risk factors
|
| gptkbp:isLocatedIn |
financial software
|
| gptkbp:isPartOf |
investment analysis
modern portfolio theory |
| gptkbp:isPopularIn |
finance community
|
| gptkbp:isRecognizedFor |
a significant advancement
|
| gptkbp:isReflectedIn |
investment strategies
|
| gptkbp:isRelatedTo |
portfolio management
factor investing |
| gptkbp:isSupportedBy |
empirical evidence
|
| gptkbp:isTaughtIn |
finance courses
|
| gptkbp:isTrainedIn |
real-world data
|
| gptkbp:isUsedBy |
investment managers
investment risk evaluate fund performance |
| gptkbp:isUsedIn |
academic research
|
| gptkbp:isUtilizedFor |
performance attribution
quantitative analysts |
| gptkbp:isUtilizedIn |
financial conferences
|
| gptkbp:provides |
better explanatory power
|
| gptkbp:relatedTo |
Capital Asset Pricing Model (CAPM)
|
| gptkbp:usedFor |
asset pricing
|