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Fama–French three-factor model
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11	Special Topics: Fundamental Research March 2014 Risk, Return, and the Overthrow of the Capital Asset Pricing Model Andrew West, CFA Add to Reading List Source URL: www.hardingloevner.com Language: English - Date: 2014-04-02 10:28:21 Mathematical finance Financial markets Fundamental analysis Capital asset pricing model Eugene Fama Beta Fama–French three-factor model Efficient-market hypothesis Kenneth French Financial economics Finance Economics
12	I write to nominate Eugene F Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2013-10-14 08:35:08 Financial markets Mathematical finance Investment Financial risk Capital asset pricing model Efficient-market hypothesis Modern portfolio theory Fama–French three-factor model John H. Cochrane Financial economics Finance Economics
13	CMRI Working PaperThe Evidence of the Residual Momentum Strategy in the Thai Stock Market Chantaramanee Tavivorakiat Master of Science in Finance, Chulalongkorn University November 2012 Abstract Add to Reading List Source URL: www.set.or.th Language: English - Date: 2013-01-16 05:42:44 Financial markets Financial ratios Behavioral finance Investment Momentum Fama–French three-factor model Beta Stock market Rate of return Financial economics Finance Economics
14	THE JOURNAL OF FINANCE • VOL. LV, NO. 1 • FEBRUARYCharacteristics, Covariances, and Average Returns: 1929 to 1997 JAMES L. DAVIS, EUGENE F. FAMA, and KENNETH R. FRENCH* ABSTRACT Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2007-06-22 18:33:00 Financial markets Investment Mathematical finance Fama–French three-factor model Value premium Capital asset pricing model Eugene Fama Rate of return Valuation Financial economics Finance Economics
15	Microsoft Word - Sasin_Thanachai_WorkingPaper 05_2014 Add to Reading List Source URL: www.set.or.th Language: English - Date: 2014-05-20 23:24:39 Mathematical finance Investment Financial markets Financial ratios Capital asset pricing model Fama–French three-factor model Efficient-market hypothesis Value investing Beta Financial economics Finance Economics
16	Journal of Banking & Finance–1696 www.elsevier.com/locate/econbase A conditional multifactor analysis of return momentum Xueping Wu Add to Reading List Source URL: personal.cityu.edu.hk Language: English - Date: 2008-10-02 11:47:39 Mathematical finance Financial markets Investment Fama–French three-factor model Financial ratios Capital asset pricing model Eugene Fama Portfolio Beta Financial economics Economics Finance
17	JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS VOL 39. NO, 4, DECEMBER 2004 COPYRIGHT 2004, SCHOOL OF BUSINESS ADMINISTRATION, UNIVERSITC OF WASHINGTON, SEAnLE WA 93195 Add to Reading List Source URL: insidertrading.procon.org Language: English - Date: 2009-04-27 13:36:48 Mathematical finance Financial markets Investment Fama–French three-factor model Capital asset pricing model Modern portfolio theory Beta Stock trader Portfolio Financial economics Finance Economics
18	Microsoft Word[removed]Medel1.doc Add to Reading List Source URL: journal.fsv.cuni.cz Language: English - Date: 2015-01-31 16:46:37 Financial risk Financial markets Mathematical finance Investment Fama–French three-factor model Capital asset pricing model Portfolio Modern portfolio theory Liquidity risk Financial economics Economics Finance
19	THE JOURNAL OF FINANCE • VOL. LXVIII, NO. 3 • JUNE[removed]Value and Momentum Everywhere CLIFFORD S. ASNESS, TOBIAS J. MOSKOWITZ, and LASSE HEJE PEDERSEN∗ ABSTRACT We find consistent value and momentum return premia Add to Reading List Source URL: docs.lhpedersen.com Language: English - Date: 2013-06-12 08:18:55 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
20	The International Journal of R Business and Finance ESEARCH Add to Reading List Source URL: www.theibfr.com Language: English - Date: 2014-07-14 22:59:28 Mathematical finance Financial markets Capital asset pricing model Beta Cost of capital Fama–French three-factor model Kenneth French Ordinary least squares Efficient-market hypothesis Financial economics Economics Finance