SSRN Electronic Journal · 2017 · 10 citations · 24 references
BusinessFinanceFinancial ManagementFinancial EconomicsInvestment ManagementPortfolio ManagementFactor AnalysisFactor InvestingFactor-based InvestingInvestmentInvestment FundsPortfolio TheoryAsset PortfoliosFactor PremiaFactor TiltingFactor-based Portfolio ModelsLong-short Factor PortfoliosMomentum 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
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations
The Cross-Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 5.5K citations
The Capital Asset Pricing Model: Some Empirical Tests
Fischer Black, Michael C. Jensen, Myron S. Scholes · 1972 · 2.7K citations