Journal of Cleaner Production · 2022 · 45 citations · 37 references
BusinessEconomicsFinanceFinancial EconomicsPortfolio AssessmentPortfolio ManagementAsset AllocationInvestment FundsMutual Fund ManagementMutual FundsPortfolio AnalyticsPortfolio TheoryFund BenchmarkingFund Performance RiskInvestment Performance EvaluationInvestment Return ModelingMutual Fund Performance Evaluation
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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
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A five-factor asset pricing model
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