How well has Fama and French’s five-factor model explained returns over the decades? According to our analysis, only one factor has truly held up over all time periods. To gauge a factor’s performance ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
LONDON, July 20, 2021 /PRNewswire/ -- In their latest quantitative research published today, Acuity Analytics share their recent findings on the use of a macroeconomic factor model for stock returns ...
An investment research and consulting company said it is releasing a suite of software tools for analyzing mutual funds based on the “three-factor” model of University of Chicago finance professor ...
A growing literature contends that, since returns are not normal, higher‐order comoments matter to risk‐averse investors. Fama and French (1993, 1995) find that nonmarket risk factors based on size ...
Planet Money host Mary Childs joins Felix to discuss stock prices, the mathematics of investing, and the nature of the universe. If you can't access your feeds, please contact customer support. Thanks ...
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