The Fama-French Three Factor Model provides a highly useful tool for understanding portfolio performance, measuring the impact of active management, portfolio construction and estimating future ...

The stock market is a complex animal. It has many dimensions of risk and return. Academics and investors have been trying to understand and capitalize on these dimensions for centuries. Progress is ...

In 2013, the Nobel Prize in economics was shared by Eugene Fama, Lars Peter Hansen, and Robert Shiller "for their empirical analysis of asset prices". The work of Fama and co-author, Ken French has ...

Andy Smith is a Certified Financial Planner (CFP®), licensed realtor and educator with over 35 years of diverse financial management experience. He is an expert on personal finance, corporate finance ...

LONDON, July 20, 2021 /PRNewswire/ -- In their latest quantitative research published today, Acuity Analytics share their recent findings on the use of a macroeconomic factor model for stock returns ...

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 ...

Since the 1992 publication of "The Cross-Section of Expected Stock Returns," the Fama-French three-factor model has been the dominant conceptual framework used in financial research. Put simply, the ...

Dimensional Fund Advisors (DFA) is a low cost passive mutual fund family. It's based on the work of esteemed finance professors Eugene Fama and Ken French, known as the Fama French Three Factor Model, ...

A group of our advisors attended a conference this past fall sponsored by Dimensional Fund Advisors. In his talk, “Risk Dimensions of the Market,” Eugene F. Fama reviewed the latest data on the ...

In this series, we are looking at the Fama-French three-factor model of investment returns. Any model of investment returns tries to predict an investment’s returns and volatility by factors that can ...