Economic Modelling · 2023 · 44 citations · 40 references
BusinessBusiness AnalyticsPerformance AnalysisPerformance MeasurementMeasurement ErrorPerformance EvaluationEsg Performance MetricsPortfolio Performance MeasurementPortfolio Return PerformanceTracking Error AnalysisTrade-off Between Tracking Error
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The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations