Fama–French three-factor model

statistical model for asset pricing in finance incorporating risk, price and company size

Wikidata entity: Q1395065



P2534 defining formula Math r=Rf+β(RmRf)+bs𝑆𝑀𝐵+bv𝐻𝑀𝐿+α ???
P31 instance of ... Q3284399 (statistical model) statistical model
P31 instance of ... Q2180497 (economic model) economic model
P138 named after ... Q359317 (Eugene Fama) Eugene Fama
P138 named after ... Q1374385 (Kenneth French) Kenneth French

External Ids
P10565Encyclopedia of China (Third Edition) ID186930
P646Freebase ID/m/04f0lnf
P6366Microsoft Academic ID (discontinued)2777221531
P3911STW Thesaurus for Economics ID30245-1

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