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ArticleA five-factor asset pricing model

Eugene F. Fama2014

OA

Articlegreen2014

A five-factor asset pricing model

Eugene F. Fama · Kenneth R. French

7,841 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 7,841 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1973An Intertemporal Capital Asset Pricing Model 1961Dividend Policy, Growth, and the Valuation of Shares 2003Liquidity Risk and Expected Stock Returns 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

Cited by

2020Empirical Asset Pricing via Machine Learning n.d.Editor's Choice Digesting Anomalies: An Investment Approach 2018Do Shareholders Benefit from Green Bonds?2022Dissecting green returns 2018Replicating Anomalies 2018Choosing factors 2016International tests of a five-factor asset pricing model 2015Dissecting Anomalies with a Five-Factor Model

Details

Year2014

Typearticle

Published2014-10-29

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations7,841

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jfineco.2014.10.010

openalex_workW4237239309

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