Statements (16)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
financial factor
|
| gptkbp:category |
equity risk factor
|
| gptkbp:component |
gptkb:Fama-French_five-factor_model
|
| gptkbp:describes |
excess returns of small-cap stocks over big-cap stocks
|
| gptkbp:firstPublished |
1993
|
| https://www.w3.org/2000/01/rdf-schema#label |
SMB (Small Minus Big)
|
| gptkbp:introduced |
gptkb:Kenneth_French
Eugene Fama |
| gptkbp:measures |
size premium
|
| gptkbp:relatedTo |
gptkb:HML_(High_Minus_Low)
gptkb:CMA_(Conservative_Minus_Aggressive) gptkb:RMW_(Robust_Minus_Weak) market risk premium |
| gptkbp:usedIn |
gptkb:Fama-French_three-factor_model
|
| gptkbp:bfsParent |
gptkb:Fama–French_three-factor_model
|
| gptkbp:bfsLayer |
6
|