A five-factor asset pricing model
Year of publication: |
2015
|
---|---|
Authors: | Fama, Eugene F. ; French, Kenneth R. |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 116.2015, 1, p. 1-22
|
Publisher: |
Elsevier |
Subject: | Asset pricing model | Factor model | Dividend discount model | Profitability | Investment |
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