Common Risk Factors in the Returns on Stocks and Bonds.

Fama, E. F., & French, K. R. (1993). Common Risk Factors in the Returns on Stocks and Bonds. Journal of Financial Economics, 33(1), 3-56.

Type

Journal article

Intellectual base

Primary research

Year

1993

Link

https://doi.org/10.1016/0304-405x(93)90023-5matched

Cited from

economics_finance

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Primes

• Risk–Return Tradeoff
  • (three-factor model), Fama-French

    This sourceProposes three-factor model adding value and size factors to CAPM framework; establishes comprehensive asset-pricing model for equities and bonds.

Verification

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Registry ID ref:c18597ce8a85 · see in the full table