Fama and French: The Five-Factor Model Revisited
https://blogs.cfainstitute.org/investor/2022/01/10/fama-and-french-the-five-factor-model-revisited/
Web ResultJan 10, 2022 · Eugene F. Fama and Kenneth R. French introduced their three-factor model augmenting the capital asset pricing model (CAPM) nearly three decades ago. They proposed two factors in addition to CAPM to explain asset returns: small minus big (SMB), which represents the return spread between small- and large-cap stocks, and high minus low (HML ...
DA: 16 PA: 94 MOZ Rank: 51