---
title: An Investigation of Multi-factor Asset Pricing Models in the UK
url: https://www.ml-quant.com/papers/ssrn/4933529/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4933529
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4933529
featured: 2024-08-28
citations: 0
topic: Asset Pricing & Factors
---


# An Investigation of Multi-factor Asset Pricing Models in the UK

The study compares the CAPM FamaFrench 5 factor and Hou et al. 2015 qfactor model in the UK, concluding that the qfactor model is more effective.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4933529
- Identifier: SSRN 4933529
- Released: 2024-07-01
- First featured: Quant Letter No. 63 (2024-08-28): https://www.ml-quant.com/issues/2024-08-28/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Asset Pricing & Factors

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