Construct · 1 fields · 1 citations

Fama-French five-factor model: a standalone construct

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Asset pricing

an asset pricing model that adds profitability and investment factors to the market, size and value factors to explain average stock returns.

In asset pricing, Fama-French five-factor model refers to an asset pricing model that adds profitability and investment factors to the market, size and value factors to explain average stock returns. This meaning comes from Fama (2015) in Journal of Financial Economics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructs big five4 names · 6 citationsjangle · five dimensions, several origins investment2 fields · 2 citationsjingle · one word, two constructs

References

Fama, E. F., & French, K. R. (2015). A five-factor asset pricing model. Journal of Financial Economics, 116(1), 1-22. https://doi.org/10.1016/j.jfineco.2014.10.010

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