How well has Fama and French’s five-factor model explained returns over the decades? According to our analysis, only one factor has truly held up over all time periods. To gauge a factor’s performance ...

The Fama-French Three Factor Model provides a highly useful tool for understanding portfolio performance, measuring the impact of active management, portfolio construction and estimating future ...

An investment research and consulting company said it is releasing a suite of software tools for analyzing mutual funds based on the “three-factor” model of University of Chicago finance professor ...

Your article was successfully shared with the contacts you provided. Eugene Fama is known above all for his asset-pricing model; less well known publicly is that he is also a role model. His ...

Microsoft Corporation (NASDAQ:MSFT) has been a frequent Q&A topic in our Envision Early Retirement Marketplace. In this article, I would like to compile my answers and thoughts into a coherent thesis.

LONDON, July 20, 2021 /PRNewswire/ -- In their latest quantitative research published today, Acuity Analytics share their recent findings on the use of a macroeconomic factor model for stock returns ...