How well has Fama and French’s five-factor model explained returns over the decades? According to our analysis, only one factor has truly held up over all time periods. To gauge a factor’s performance ...
Learn how HML impacts stock returns within the Fama-French model, highlighting value stocks' advantage over growth stocks for strategic investment insights.
The newer factor models of Hou, Xue, and Zhang and Fama and French, which include measures of asset growth to quantify investment, have been shown to add considerable explanatory power to asset ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback