Financial markets and portfolio management · 2019 · 64 citations · 44 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInternational FinanceCapital MarketsEquity RiskFinancial RiskInternational Financial MarketsMarket RiskRisk-return AnalysisCountry-specific RiskInternational Correlation StructureInternational Equity MarketsInternational Financial Market IntegrationInternational Portfolio Choice
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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
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text