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A five-factor asset pricing model
Journal of Financial Economics · 2014 · Vol. 116(1) · pp. 1–22
Eugene F. Fama(University of Chicago)Kenneth R. French✉(Dartmouth College)
Financial Markets and Investment StrategiesComplex Systems and Time Series AnalysisCorporate Finance and GovernanceProfitability indexCapital asset pricing modelEconometricsStock (firearms)EconomicsInvestment (military)Value premiumFactor analysisValue (mathematics)Factor (programming language)
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