A five-factor asset pricing model
Year of publication: |
2015
|
---|---|
Authors: | Fama, Eugene F. ; French, Kenneth Ronald |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 116.2015, 1, p. 1-22
|
Subject: | Asset pricing model | Factor model | Dividend discount model | Profitability | Investment | CAPM | Dividende | Dividend | Diskontierung | Discounting | Kapitaleinkommen | Capital income | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection |
-
The use of asset growth in empirical asset pricing models
Cooper, Michael J., (2024)
-
The profitability and investment premium: Pre-1963 evidence
Wahal, Sunil, (2019)
-
Stochastic dividend discount model : covariance of random stock prices
Agosto, Arianna, (2019)
- More ...
-
The corporate cost of capital and the return on corporate investment
Fama, Eugene F., (1999)
-
Characteristics, covariances, and average returns : 1929 to 1997
Davis, James L., (2000)
-
Forecasting profitability and earnings
Fama, Eugene F., (2000)
- More ...