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RePEcAsset Pricing & Factors

Risk Factor Validation

The research disputes the Fama and French three factor model, stating that size and value mimicking factors should not be seen as systematic risk factors.

Featured in No. 116 on 24 Oct 2025 ·

Released
19 Sep 2019
First featured
No. 116 · 24 Oct 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
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Identifier
RePEc:spr:jecfin:v:43:y:2019:i:1:d:10.1007_s12197-018-9438-x

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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