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  • Search: subject:"Fama–French Three Factor"
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Year of publication
Subject
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CAPM 64 Capital income 44 Kapitaleinkommen 44 Fama-French three-factor model 42 Börsenkurs 37 Share price 37 Fama-French model 27 Fama-French-Modell 27 Portfolio selection 25 Portfolio-Management 25 Theorie 17 Theory 17 Estimation 15 Schätzung 15 Capital market returns 14 Kapitalmarktrendite 14 Aktienmarkt 13 India 13 Indien 13 Stock market 13 Risikoprämie 12 Risk premium 12 Carhart four-factor model 10 asset pricing 9 Beta risk 8 Betafaktor 8 Factor analysis 7 Faktorenanalyse 7 Fama-French Three-Factor Model 7 Fama–French three-factor model 7 Asset pricing 6 Fama-French five-factor model 6 Volatility 6 Volatilität 6 value effect 6 Fama-French three factor model 5 Firm size 5 USA 5 United States 5 Aktienindex 4
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Online availability
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Undetermined 42 Free 37 CC license 5
Type of publication
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Article 98 Book / Working Paper 13 Other 1
Type of publication (narrower categories)
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Article in journal 74 Aufsatz in Zeitschrift 74 Arbeitspapier 7 Article 7 Graue Literatur 7 Non-commercial literature 7 Working Paper 7 research-article 3 Aufsatz im Buch 1 Book section 1
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Language
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English 95 Undetermined 16 German 1
Author
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Faff, Robert W. 3 Foye, James 3 Wang, Xiaolei 3 Abraham, Rebecca 2 Ahmad, Eatzaz 2 Aman, Mishra 2 Ausloos, Marcel 2 Besimi, Fatmir 2 Bisheva, Ana 2 Bowes, Jordan 2 Cakici, Nusret 2 Canbas, Serpil 2 Chan, Howard Wei-hong 2 Chong, Terence Tai-Leung 2 El-Chaarani, Hani 2 Erismis, Ahmet 2 Fabozzi, Frank J. 2 Ferreira, Eva 2 Javid, Attiya Y. 2 Jin, Sainan 2 Kandir, Serkan Yilmaz 2 Khudoykulov, Khurshid 2 Kiesel, Florian 2 Konieczka, Przemysław 2 Li, Yan 2 Lübbering, Andreas 2 Mirza, Nawazish 2 Mishra, Dev R. 2 Momani, Mohammad Q. M. 2 Rajesh, R. 2 Schiereck, Dirk 2 Su, Liangjun 2 Tan, Sinan 2 Tao, Zhi 2 Tian, Mary 2 Tripathi, Vanita 2 Vyas, Vishal 2 Yang, Liyan 2 Zaremba, Adam 2 Zhang, Yonghui 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 National Bureau of Economic Research 1 Pakistan Institute of Development Economics 1 School of Economics, Singapore Management University 1
Published in...
All
Journal of Risk and Financial Management 4 Journal of risk and financial management : JRFM 4 Review of asset pricing studies : RAPS 4 Afro-Asian Journal of Finance and Accounting : AAJFA 3 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 3 Emerging markets review 3 Journal of financial and quantitative analysis : JFQA 3 Applied economics 2 Emerging Markets Finance and Trade 2 Istanbul Stock Exchange Review 2 Journal of Asian finance, economics and business : JAFEB 2 Journal of international financial markets, institutions & money 2 MPRA Paper 2 Working paper / National Bureau of Economic Research, Inc. 2 "e-Finanse" 1 Abacus : a journal of accounting, finance and business studies 1 Accounting and finance 1 Applied Financial Economics 1 Applied economics letters 1 Atlantic economic journal : AEJ 1 BILTOKI 1 Business analyst : a refereed journal of Shri Ram College of Commerce 1 CREB working paper 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Copernican Journal of Finance & Accounting : CJF&A 1 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 1 Corporate social responsibility and environmental management 1 Credit and Capital Markets – Kredit und Kapital 1 Credit and capital markets : Kredit und Kapital 1 Economic and financial modeling of markets, institutions and instruments 1 Economic papers : a journal of applied economics and policy 1 Economic research 1 Economy, Business and Development: An International Journal (EB&D) 1 Economy, business & development : an international journal 1 Emerging Markets Review 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 European Journal of Marketing 1 European journal of marketing : EJM 1 Finance India : the quarterly journal of Indian Institute of Finance 1
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Source
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ECONIS (ZBW) 83 RePEc 18 EconStor 7 Other ZBW resources 3 BASE 1
Showing 1 - 10 of 112
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Short-term persistence performance of equity mutual fund returns : evidence from India
Veeravel, V. - In: Copernican Journal of Finance & Accounting : CJF&A 12 (2023) 3, pp. 79-92
Persistent link: https://www.econbiz.de/10014632845
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Toxic chemical releases and idiosyncratic return volatility : a prospect theory perspective
Bahadar, Stephen; Nadeem, Muhammad; Zaman, Rashid - In: Accounting and finance 63 (2023) 2, pp. 2109-2143
Persistent link: https://www.econbiz.de/10014302072
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Forward Selection Fama-MacBeth Regression with Higher Order Asset-Pricing Factors
Borri, Nicola; Četverikov, Denis N.; Liu, Yukun; … - National Bureau of Economic Research - 2025
We show that the higher-orders and their interactions of the common sparse linear factors can effectively subsume the factor zoo. We propose a forward selection Fama-MacBeth procedure as a method to estimate a high-dimensional stochastic discount factor model, isolating the most relevant...
Persistent link: https://www.econbiz.de/10015398116
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Predictors of excess return in a green energy equity portfolio: Market risk, market return, value-at-risk and or expected shortfall?
Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of Risk and Financial Management 15 (2022) 2, pp. 1-31
(beta), as indicated by the single-factor Capital Asset Pricing Model (CAPM), and the multifactor Fama-French Three-Factor …
Persistent link: https://www.econbiz.de/10013201383
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Local, regional, or global asset pricing?
Hollstein, Fabian - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 1, pp. 291-320
Persistent link: https://www.econbiz.de/10012805786
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A comparative study of the Fama-French Three Factor and the Carhart Four Factor Models : empirical evidence from Morocco
Tazi, Omar; Aguenaou, Samir; Abrache, Jawad - In: International journal of economics and financial issues … 12 (2022) 1, pp. 58-66
Persistent link: https://www.econbiz.de/10012802974
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Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?
Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-31
(beta), as indicated by the single-factor Capital Asset Pricing Model (CAPM), and the multifactor Fama-French Three-Factor …
Persistent link: https://www.econbiz.de/10012872607
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What drives the size and value factors?
Li, Jiacui - In: Review of asset pricing studies : RAPS 12 (2022) 4, pp. 845-885
Persistent link: https://www.econbiz.de/10013543032
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Supply chain disruptions in COVID-19 and market performances of firms : a study in the Indian automobile sector
Aman, Mishra; Rajesh, R.; Vyas, Vishal - In: Measuring business excellence 28 (2024) 3/4, pp. 347-365
Persistent link: https://www.econbiz.de/10015324584
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A novel integration of the Fama-French and Black-Litterman models to enhance portfolio management
Ko, Hyungjin; Son, Bumho; Lee, Jaewook - In: Journal of international financial markets, … 91 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014494846
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