Construct · 1 fields · 1 citations

fama-french three-factor model: a standalone construct

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Asset pricing

a model explaining stock returns with market, size and value factors, extending the single-factor capital asset pricing model.

In asset pricing, fama-french three-factor model refers to a model explaining stock returns with market, size and value factors, extending the single-factor capital asset pricing model. This meaning comes from Fama (1993) 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 capital asset pricing model1 fields · 4 citationsanchor · a standalone construct capital2 fields · 3 citationsjingle · one word, two constructs

References

Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3-56. https://doi.org/10.1016/0304-405x(93)90023-5

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