Statements (14)
Predicate | Object |
---|---|
gptkbp:instanceOf |
financial factor
|
gptkbp:calculationMethod |
returns of high book-to-market stocks minus returns of low book-to-market stocks
|
gptkbp:category |
asset pricing factor
|
gptkbp:component |
gptkb:Fama-French_five-factor_model
|
gptkbp:firstPublished |
1993
|
https://www.w3.org/2000/01/rdf-schema#label |
HML (High Minus Low)
|
gptkbp:introduced |
gptkb:Kenneth_French
Eugene Fama |
gptkbp:measures |
value premium
|
gptkbp:relatedTo |
gptkb:SMB_(Small_Minus_Big)
market risk premium |
gptkbp:usedIn |
gptkb:Fama-French_three-factor_model
|
gptkbp:bfsParent |
gptkb:Fama–French_three-factor_model
|
gptkbp:bfsLayer |
6
|