Fama–French three-factor model
statistical model for asset pricing in finance incorporating risk, price and company size
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Fama–French three-factor model
Summary
Fama–French three-factor model is an economic model[1]. It has Wikipedia articles in 9 language editions, a strong signal of global cultural recognition.[2]
Key Facts
- Fama–French three-factor model's instance of is recorded as economic model[3].
- Fama–French three-factor model's instance of is recorded as statistical model[4].
- Eugene Fama is named after Fama–French three-factor model[5].
- Kenneth French is named after Fama–French three-factor model[6].
Body
Definition and Type
Recorded instance of include economic model[3] and statistical model[4].
Origins
Things named after include Eugene Fama[5], an economist[7], b. 1939[8], of United States[9], awarded the Prize in Economic Sciences in Memory of Alfred Nobel[10], specialised in economics[11] and Kenneth French[6], an economist[12], b. 1954[13], of United States[14], awarded the Amundi Smith Breeden Prize[15].
Why It Matters
Fama–French three-factor model has Wikipedia articles in 9 language editions, a strong signal of global cultural recognition.[2]