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Keywords: Fama-French five-factor model
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Journal Articles
Journal:
Kybernetes
Kybernetes (2024) 53 (11): 4639–4653.
Published: 18 July 2023
... in the CAPM to explain value and size effects. The Fama-French five-factor model, based on the three-factor model, incorporates company profitability and investment level factors. It considers the effects of market risk, book-to-market ratio, size factor, profitability factor and investment factor, enabling...
