A five-factor asset pricing model

Journal of Financial Economics

Volumn 116, Issue 1, 2015, Pages 1-22

  Fama, Eugene F ^a   French, Kenneth R ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b DARTMOUTH COLLEGE   (United States)

Author keywords

Asset pricing model; Dividend discount model; Factor model; Investment; Profitability

Indexed keywords

EID: 84925583316     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2014.10.010     Document Type: Article

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