SSRN Electronic Journal · 2000 · 136 citations · 24 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsPortfolio ManagementAsset AllocationAsset Pricing EmpiricsAsset Pricing TheoryCapital Asset PricingCapital Asset Pricing ModelInvestment TheoryAsset Allocation Under RiskCapital Allocation DecisionsConditional Capital Asset Pricing ModelEquity Risk Premium EstimationHurdle Rate AnalysisInvestment-based Asset PricingPortfolio Choice TheoryPortfolio Choice Under Risk
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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
Rajnish Mehra, Edward C. Prescott · Journal of Monetary Economics · 1985 · 5.8K citations
Dividend yields and expected stock returns
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations