SSRN Electronic Journal · 2009 · 10 citations · 13 references
ComputingData ScienceBayesian Data AnalysisStatistical ModelingBayesian InferenceBayesian Model BuildingBayesian ModelingBayesian StatisticsFactor AnalysisFactor ModelsBayes Factor UpdatingBayesian Factor AnalysisBayesian Factor Models
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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
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Multifactor Explanations of Asset Pricing Anomalies
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1996 · 6.5K citations · Full text
The Cross-Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 5.5K citations
Fischer Black, Robert B. Litterman · Financial Analysts Journal · 1992 · 1.8K citations