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A five-factor asset pricing model | Researchclopedia

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A five-factor asset pricing model

20147,594 citationsJournal Article

Authors

Eugene F. Fama · University of Chicago

Kenneth R. French · Dartmouth College

Topics & Keywords

Financial Markets and Investment Strategies Complex Systems and Time Series Analysis Corporate Finance and Governance

Publication Details

Published in: Journal of Financial Economics

Volume 116, Issue 1, pp. 1-22

DOI: 10.1016/j.jfineco.2014.10.010

Field-Weighted Citation Impact: 325.64