articleJournal of Financial EconomicsOct 30, 2014Closed access

A five-factor asset pricing model

EFEugene F. FamaKRKenneth R. French

University of Chicago · Dartmouth College

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Topics & keywords

Topics
Keywords
  • Profitability index
  • Capital asset pricing model
  • Econometrics
  • Stock (firearms)
  • Economics
  • Investment (military)
  • Value premium
  • Factor analysis
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