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Fama–French three-factor model
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1	Cahier de rechercheThe q-factor and the Fama and French asset pricing models: Hedge fund evidence Greg Gregoriou Add to Reading List Source URL: www.cifo.uqam.ca Language: English - Date: 2016-04-19 18:01:04 Financial markets Financial economics Mathematical finance FamaFrench three-factor model Investment Financial risk Risk factor Hedge fund Cost of capital Beta Market portfolio Carhart four-factor model
2	Using Stocks or Portfolios in Tests of Factor Models∗ Andrew Ang† Columbia University and NBER Jun Liu‡ CKGSB, SWUFE, and UCSD Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-05-28 17:49:11 Estimation theory Mathematical finance Statistical inference M-estimators Capital asset pricing model Beta Fama–French three-factor model Estimator Maximum likelihood Statistics Financial economics Economics
3	Value and Momentum Across Asset Classes Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2015-02-18 17:23:57 Financial markets Investment Mathematical finance Financial risk Cliff Asness Fama–French three-factor model Asset allocation Hedge fund Efficient-market hypothesis Financial economics Finance Economics
4	CFA Institute Migration Author(s): Eugene F. Fama and Kenneth R. French Reviewed work(s): Source: Financial Analysts Journal, Vol. 63, No. 3 (May - Jun., 2007), pp Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-04-27 21:35:05 Stock market Financial ratios Fundamental analysis Investment style P/B ratio Rate of return Growth stock Value premium Fama–French three-factor model Financial economics Investment Finance
5	Microsoft Word - lowvolcapital_v09.docx Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2015-03-10 13:18:04 Financial markets Mathematical finance Investment Capital Beta Capital asset pricing model Cost of capital Fama–French three-factor model Security market line Financial economics Economics Finance
6	Journal of Financial Economics Add to Reading List Source URL: rady.ucsd.edu Language: English - Date: 2008-04-02 11:03:22 Investment Financial markets Financial ratios Eugene Fama Portfolio Stock market Rate of return Bond Fama–French three-factor model Financial economics Economics Finance
7	Low Volatility Strategy in Global Equity Markets Toru Yamada and Isao Uesaki Does a higher risk asset mean higher return? The authors investigate the relation between past volatility and future returns in Japanese and gl Add to Reading List Source URL: www.saa.or.jp Language: English - Date: 2010-11-03 23:55:10 Economics Beta Modern portfolio theory Capital asset pricing model Volatility Fama–French three-factor model Implied volatility Sharpe ratio Standard deviation Financial economics Mathematical finance Finance
8	Broad-Market Return Persistence & Momentum Profits Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:49:45 Financial markets Behavioral finance Technical analysis Mathematical finance Momentum Efficient-market hypothesis Fama–French three-factor model Rate of return Volatility Financial economics Finance Economics
9	Systematic Risk and the Cost of Equity Capital in the Shipping Industry Wolfgang Drobetz1 and Henning Schröder1* 1 Department of Finance, University of Hamburg (Business School), Hamburg, Germany * Add to Reading List Source URL: www.icms.polyu.edu.hk Language: English - Date: 2014-05-15 05:09:30 Mathematical finance Financial markets Financial ratios Investment Beta Capital asset pricing model Arbitrage pricing theory Fama–French three-factor model Security market line Financial economics Finance Economics
10	An Examination of Traditional Style Indices The Journal of Index Investing:Downloaded from www.iijournals.com by Jason Hsu onIt is illegal to make unauthorized copies of this article, forward t Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2011-12-13 12:50:23 Financial markets Investment Mathematical finance Financial services Fundamentally based indexes Stock market index Robert D. Arnott Capitalization-weighted index Fama–French three-factor model Financial economics Economics Finance