Fama-French three-factor model
GPTKB entity
Statements (83)
| Predicate | Object |
|---|---|
| gptkbp:instance_of |
gptkb:economic_analysis
|
| gptkbp:applies_to |
equity markets
|
| gptkbp:developed_by |
gptkb:Eugene_Fama
gptkb:Kenneth_R._French gptkb:Fama-French_five-factor_model |
| gptkbp:has_achieved |
future returns
|
| gptkbp:has_applications_in |
portfolio management
|
| https://www.w3.org/2000/01/rdf-schema#label |
Fama-French three-factor model
|
| gptkbp:improves |
gptkb:CAPM
|
| gptkbp:introduced_in |
gptkb:1993
|
| gptkbp:is_adopted_by |
hedge funds
|
| gptkbp:is_analyzed_in |
gptkb:investors
financial markets market trends financial analysts investment performance risk exposure equity performance mispriced assets stock portfolios |
| gptkbp:is_applied_in |
investment portfolios
investment analysis financial decision-making |
| gptkbp:is_associated_with |
value investing
|
| gptkbp:is_based_on |
empirical research
|
| gptkbp:is_cited_in |
academic literature
|
| gptkbp:is_compared_to |
multi-factor models
|
| gptkbp:is_considered |
a benchmark model
a foundational model a standard model a key contribution |
| gptkbp:is_criticized_for |
overfitting
|
| gptkbp:is_critiqued_by |
financial theorists
|
| gptkbp:is_described_as |
stock returns
|
| gptkbp:is_discussed_in |
financial podcasts
financial conferences investment seminars financial blogs |
| gptkbp:is_evaluated_by |
market anomalies
investment research empirical tests |
| gptkbp:is_examined_in |
financial journals
investment literature financial scholars |
| gptkbp:is_explored_in |
financial textbooks
|
| gptkbp:is_incorporated_in |
gptkb:Accounting_Software
financial models quantitative models investment frameworks |
| gptkbp:is_influenced_by |
market conditions
efficient market hypothesis |
| gptkbp:is_influential_in |
quantitative finance
|
| gptkbp:is_linked_to |
behavioral finance
|
| gptkbp:is_maintained_by |
subsequent research
|
| gptkbp:is_often_used_in |
finance
|
| gptkbp:is_part_of |
modern portfolio theory
Fama-French models |
| gptkbp:is_reflected_in |
investment strategies
|
| gptkbp:is_related_to |
risk factors
market efficiency arbitrage pricing theory factor investing |
| gptkbp:is_supported_by |
historical data
|
| gptkbp:is_taught_in |
finance courses
|
| gptkbp:is_tested_for |
historical performance
empirical studies real estate markets real-world data |
| gptkbp:is_used_by |
investment managers
|
| gptkbp:is_utilized_for |
performance measurement
performance attribution strategic asset allocation risk-adjusted returns |
| gptkbp:is_utilized_in |
gptkb:academic_research
risk management portfolio optimization financial analysis |
| gptkbp:used_for |
asset pricing
|
| gptkbp:was_a_factor_in |
market risk
size risk value risk |
| gptkbp:bfsParent |
gptkb:Eugene_F._Fama
|
| gptkbp:bfsLayer |
5
|