Risk Factor Validation
The research disputes the Fama and French three factor model, stating that size and value mimicking factors should not be seen as systematic risk factors.
Featured in No. 116 on 24 Oct 2025 ·
- Released
- 19 Sep 2019
- First featured
- No. 116 · 24 Oct 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 30
- Identifier
- RePEc:spr:jecfin:v:43:y:2019:i:1:d:10.1007_s12197-018-9438-x
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).