SSRN Electronic Journal · 2009 · 433 citations · 84 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsForecastingCapital MarketsEconomic ForecastingFinancial ForecastingForecast CombinationForecast EvaluationRisk ForecastingCombining ForecastsCombining Probabilistic ForecastsEconometric Forecasting ModelsEquity Risk Premium EstimationFinancial Time Series ForecastingForecast Combination EvaluationPredictive EconometricsRegression-based Forecast Combination
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations