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Fama/French Three-Factor Model
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"The Cross-Section of Expected Stock Returns,"
Eugene F. Fama and Kenneth R. French, Journal of Finance, Vol XLVII No 2 June 1992.
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Eugene F. Fama and Kenneth R. French, Journal of Finance, Vol XLVII No 2 June 1992.
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"Capturing the Value Premium in the U.K.1955-2001,"
Elroy Dimson, Stefan Nagel, and Garrett Quigley, Financial Analysts Journal, November/December 2003.
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Elroy Dimson, Stefan Nagel, and Garrett Quigley, Financial Analysts Journal, November/December 2003.
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"Engineering Portfolios for Better Returns,"
Eugene Fama, Jr., Senior Consultant, May 1998.
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Eugene Fama, Jr., Senior Consultant, May 1998.
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"Risk and Return: Professor Ken French on the Cross Section of Expected Returns,"
Bob Hansen, Tuck Today, Winter 2004.
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Bob Hansen, Tuck Today, Winter 2004.
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