E-LIB Suche - Ergebnisse für: French, Kenneth R.

1

The Value Premium:

Fama, Eugene F ; French, Kenneth R
The Review of Asset Pricing Studies. 11 (2020) 1 - p. 105-121 , 2020

Link: https://doi.org/10.1093/..

2

Comparing Cross-Section and Time-Series Factor Models:

French, Kenneth R ; Fama, Eugene F ; Karolyi, Andrew
The Review of Financial Studies. 33 (2019) 5 - p. 1891-1926 , 2019

Link: https://doi.org/10.1093/..

3

Volatility Lessons:

Fama, Eugene F. ; French, Kenneth R.
Financial Analysts Journal. 74 (2018) 3 - p. 42-53 , 2018

Link: https://www.jstor.org/st..

4

Choosing factors:

Fama, Eugene F. ; French, Kenneth R.
Journal of Financial Economics. 128 (2018) 2 - p. 234-252 , 2018

Link: https://doi.org/10.1016/..

5

Long-Horizon Returns:

Fama, Eugene F ; French, Kenneth R
The Review of Asset Pricing Studies. 8 (2018) 2 - p. 232-252 , 2018

Link: https://doi.org/10.1093/..

6

Volatility Lessons:

Fama, Eugene F. ; French, Kenneth R.
Financial Analysts Journal. 74 (2018) 3 - p. 42-53 , 2018

Link: https://doi.org/10.2469/..

7

International tests of a five-factor asset pricing model:

Fama, Eugene F. ; French, Kenneth R.
Journal of Financial Economics. 123 (2017) 3 - p. 441-463 , 2017

Link: https://doi.org/10.1016/..

8

Dissecting Anomalies with a Five-Factor Model:

Fama, Eugene F. ; French, Kenneth R.
The Review of Financial Studies. 29 (2016) 1 - p. 69-103 , 2016

Link: http://www.jstor.org/sta..

9

A five-factor asset pricing model:

Fama, Eugene F. ; French, Kenneth R.
Journal of Financial Economics. 116 (2015) 1 - p. 1-22 , 2015

Link: https://doi.org/10.1016/..

10

Dissecting Anomalies with a Five-Factor Model:

Fama, Eugene F. ; French, Kenneth R.
Review of Financial Studies. 29 (2015) 1 - p. 69-103 , 2015

Link: https://doi.org/10.1093/..

11

Incremental variables and the investment opportunity set:

Fama, Eugene F. ; French, Kenneth R.
Journal of Financial Economics. 117 (2015) 3 - p. 470-488 , 2015

Link: https://doi.org/10.1016/..

12

Aligning Incentives at Systemically Important Financial Ins..:

Baily, Martin N. ; Campbell, John Y. ; Cochrane, John H....
Journal of Applied Corporate Finance. 25 (2013) 4 - p. 37-40 , 2013

Link: https://ssrn.com/abstrac..

13

Aligning Incentives at Systemically Important Financial Ins..:

Baily, Martin N. ; Campbell, John Y. ; Cochrane, John H....
Journal of Applied Corporate Finance. 25 (2013) 4 - p. 37-40 , 2013

Link: https://doi.org/10.1111/..

14

Size, value, and momentum in international stock returns:

Fama, Eugene F. ; French, Kenneth R.
Journal of Financial Economics. 105 (2012) 3 - p. 457-472 , 2012

Link: https://doi.org/10.1016/..

15

The Squam Lake report

fixing the financial system

French, Kenneth R. ; Baily, Martin Neil... , 2010

Copies: BB WiWi: 11a swl 194/040