Fundamental Factor Models is a quantitative investment framework that belongs to the class of factor models in finance and is distinguished by its use of company-specific fundamental metrics—such as earnings, book value, cash flow, and leverage ratios—to systematically identify and explain variations in stock returns.
48
Publications
2.3K
Citations
107
Authors
64
Institutions
Publications per year
2017–2026
16
Parents
Publications
48
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
Mario Forni, Domenico Giannone, Marco Lippi et al. · Econometric Theory · 2009 · 401 citations · Full text
On the stability of stablecoins
Klaus Grobys, Juha-Pekka Junttila, James W. Kolari et al. · Journal of Empirical Finance · 2021 · 148 citations · Full text
1–5 of 48
Authors
107
- SH
2
h-index
- BS
2
h-index
- YL
2
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- JZ
2
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- AW
1
h-index
1–5 of 107
Institutions
64
Université Paris Dauphine-PSL
Paris, France
3 h-index
3 publications
118 citations
Columbia University
New York, United States
2 h-index
2 publications
58 citations
Fudan University
Shanghai, China
2 h-index
2 publications
58 citations
Sapienza University of Rome
Rome, Italy
2 h-index
2 publications
412 citations
Université Libre de Bruxelles
Brussels, Belgium
2 h-index
4 publications
824 citations
Nantes Université
Nantes, France
2 h-index
2 publications
108 citations
Universidade Nova de Lisboa
Lisbon, Portugal
1 h-index
1 publications
32 citations
Federal Reserve Bank of New York
New York, United States
1 h-index
2 publications
38 citations
1–8 of 64
Venues
- Journal of Empirical Finance
3 publications · 203 citations
3
h-index
- SSRN Electronic Journal
Repository · 3 publications · 75 citations
3
h-index
- Financial Analysts Journal
FAJ · 2 publications · 283 citations
2
h-index
- International Review of Financial Analysis
IRFA · 2 publications · 41 citations
2
h-index
- Business and Entrepreneurial Review (BER)
1 publications · 39 citations
1
h-index
1–5