The principle and details of this redesigned cooperation are currently being discussed with the partners," French armaments agency DGA told Defense News.

France registered the biggest spike in the proportion of companies in financial distress last year as the country struggled ...

German Chancellor Friedrich Merz said on Wednesday France and Germany should stick to prior agreements on the configuration ...

Fama and French (1993, 1995) find that nonmarket risk factors based on size and book‐to‐market ratio are priced by investors. We test the hypothesis that the Fama‐French factors simply proxy for the ...

The Fama-French five-factor model isn’t the only factor-based framework in town. Index provider MSCI, best known for its global benchmarks like the MSCI World and MSCI Emerging Markets indexes ...

The newer factor models of Hou, Xue, and Zhang and Fama and French, which include measures of asset growth to quantify investment, have been shown to add considerable explanatory power to asset ...

If we do not control for profitability (neither the CAPM nor the Fama-French three-factor model control do so), the dividend payers generated alpha—though the alpha was only significant against ...

Highlights,The model predicts portfolio returns using market exposure and two additional risk factors.,SMB and HML factors explain tendencies in returns based on market capitalization and ...

This article studies the behavior of idiosyncratic volatility for the post–World War II period. Using aggregate idiosyncratic volatility statistics constructed from the Fama and French (1993) ...

Fama and French (2015) inspired us to present an extension via structured additive distributional regression using GAMLSS for the five-factor model. Design/methodology/approach The sample contains ...