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gptkbp:instance_of
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gptkb:economic_analysis
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gptkbp:analyzes
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portfolio performance
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gptkbp:applies_to
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stocks
mutual funds
|
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gptkbp:based_on
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gptkb:CAPM
|
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gptkbp:developed_by
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gptkb:Eugene_Fama
gptkb:Kenneth_R._French
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gptkbp:has_implications_for
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risk-return relationship
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https://www.w3.org/2000/01/rdf-schema#label
|
Fama-French Three-Factor Model
|
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gptkbp:improves
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single-factor models
|
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gptkbp:influenced_by
|
Efficient Market Hypothesis
|
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gptkbp:is_adopted_by
|
hedge funds
|
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gptkbp:is_analyzed_in
|
finance courses
|
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gptkbp:is_applied_in
|
risk management
|
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gptkbp:is_based_on
|
empirical research
|
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gptkbp:is_cited_in
|
research papers
|
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gptkbp:is_compared_to
|
gptkb:Fama-French_Five-Factor_Model
|
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gptkbp:is_considered
|
a benchmark
a foundational model
|
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gptkbp:is_criticized_for
|
overfitting
lack of robustness
|
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gptkbp:is_critiqued_by
|
financial theorists
|
|
gptkbp:is_described_as
|
risk factors
|
|
gptkbp:is_discussed_in
|
financial literature
|
|
gptkbp:is_evaluated_by
|
performance metrics
academic literature
|
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gptkbp:is_explored_in
|
gptkb:academic_research
|
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gptkbp:is_influenced_by
|
behavioral finance
|
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gptkbp:is_influential_in
|
financial economics
|
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gptkbp:is_linked_to
|
market anomalies
|
|
gptkbp:is_often_used_in
|
finance
|
|
gptkbp:is_part_of
|
investment analysis
modern portfolio theory
|
|
gptkbp:is_reflected_in
|
investment strategies
financial models
|
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gptkbp:is_related_to
|
arbitrage pricing theory
factor investing
|
|
gptkbp:is_supported_by
|
historical data
|
|
gptkbp:is_tested_for
|
empirical studies
multi-factor models
|
|
gptkbp:is_used_by
|
investment managers
|
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gptkbp:is_used_for
|
portfolio optimization
|
|
gptkbp:is_used_to
|
estimate expected returns
|
|
gptkbp:is_utilized_by
|
financial analysts
|
|
gptkbp:is_utilized_in
|
quantitative analysis
|
|
gptkbp:provides
|
explanation of returns
|
|
gptkbp:published_in
|
gptkb:1993
|
|
gptkbp:used_in
|
asset pricing
|
|
gptkbp:was_a_factor_in
|
market risk
size risk
value risk
|
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gptkbp:bfsParent
|
gptkb:Eugene_Fama
|
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gptkbp:bfsLayer
|
5
|