Fama-French five-factor model

GPTKB entity

Predicate	Object
gptkbp:instanceOf	asset pricing model
gptkbp:analyzes	cross-section of stock returns
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 investment: conservative minus aggressive (CMA) market risk: excess return of the market portfolio profitability: robust minus weak (RMW) size: small minus big (SMB) value: high book-to-market minus low (HML)
gptkbp:field	finance
https://www.w3.org/2000/01/rdf-schema#label	Fama-French five-factor model
gptkbp:influencedBy	empirical asset pricing research
gptkbp:introducedIn	2015
gptkbp:publishedIn	gptkb:Journal_of_Finance
gptkbp:relatedTo	gptkb:Carhart_four-factor_model gptkb:CAPM
gptkbp:usedFor	explaining stock returns
gptkbp:bfsParent	gptkb:Fama-French_three-factor_model gptkb:HML_(High_Minus_Low) gptkb:SMB_(Small_Minus_Big)
gptkbp:bfsLayer	7