Disciplining Factor Models: The Role of Conditional Risk
A new evaluation method shows that many factor models fail to consistently price their factors, except for the Fama-French 5-factor model.
Featured in No. 89 on 20 Mar 2025 · 23 days after release · 0 citations today
- Released
- 25 Feb 2025
- First featured
- No. 89 · 20 Mar 2025
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- SSRN 5152019
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