Forbes contributors publish independent expert analyses and insights. I write about the markets, economy, and investing in Asia and the U.S. Since 2008, the Fama-French factors and the momentum factor ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

This post may contain links from our sponsors and affiliates, and Flywheel Publishing may receive compensation for actions taken through them. In this Journal of Indexes (JOI) interview (download ...

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 ...

In 1992, Chicago Booth’s Eugene F. Fama and Dartmouth’s Kenneth R. French rigorously demonstrated that value stocks, especially small-value stocks, had a statistically significant edge over growth ...

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 ...

This paper evaluates whether the new Fama–French five-factor model is able to offer an improved method for pricing investment risk in UK equity returns. The paper extends previous studies by testing ...

This paper investigates whether the size and book-to-market factors of Fama and French (1993) proxy for the risks associated with business cycle fluctuations. We find that changes in default spread ...

Is the value factor dying? Even the finance legends who helped give birth to the quant strategy can’t tell for sure. In their latest study, Eugene Fama and Ken French calculate that the investing ...

16 Critical ETFs. Emphasis on Value, Small-Cap and Momentum. Risk Reduction Model. Using the principles of Fama-French, Swensen, and Novy-Marx, the following portfolio places an emphasis on value or ...