The Fama-French Three Factor Model provides a highly useful tool for understanding portfolio performance, measuring the impact of active management, portfolio construction and estimating future ...

The stock market is a complex animal. It has many dimensions of risk and return. Academics and investors have been trying to understand and capitalize on these dimensions for centuries. Progress is ...

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 ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Thomas J. Brock is a CFA and CPA with more than 20 years of experience in various areas including investing, ...

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 ...

(MoneyWatch) Historically, small-cap stocks have outperformed large-cap stocks, and value stocks have outperformed growth stocks. These size and value premia weren't well explained by the capital ...

The Nobel Prize committee awarded Chicago's Eugene Fama a shared golden ticket for his and Kenneth French's work on the efficient-market hypothesis. But Fama and French, in later research, all but ...