Statements (17)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
factor investing strategy
|
| gptkbp:developedBy |
gptkb:Kenneth_French
Eugene Fama |
| https://www.w3.org/2000/01/rdf-schema#label |
RMW (Robust Minus Weak)
|
| gptkbp:introducedIn |
2015
|
| gptkbp:longPosition |
stocks with robust profitability
|
| gptkbp:measures |
profitability premium
|
| gptkbp:partOf |
gptkb:Fama-French_Five-Factor_Model
|
| gptkbp:publishedIn |
gptkb:Journal_of_Finance
|
| gptkbp:relatedTo |
gptkb:HML_(High_Minus_Low)
gptkb:SMB_(Small_Minus_Big) gptkb:CMA_(Conservative_Minus_Aggressive) |
| gptkbp:shortPosition |
stocks with weak profitability
|
| gptkbp:stockSymbol |
RMW
|
| gptkbp:usedIn |
asset pricing models
|
| gptkbp:bfsParent |
gptkb:SMB_(Small_Minus_Big)
|
| gptkbp:bfsLayer |
7
|