Concepedia

International tests of a five-factor asset pricing model

Eugene F. Fama, Kenneth R. French

Journal of Financial Economics · 2016 · 780 citations · 30 references

DOI

Concepts

References

30

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

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CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

William F. Sharpe · The Journal of Finance · 1964 · 17.4K citations

, , +17

A five-factor asset pricing model

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations

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Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

William F. Sharpe · The Journal of Finance · 1964 · 7.5K citations

, , +14

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

The Review of Economics and Statistics · 1965 · 6.9K citations

, , +17