Essay·1992
The Cross-Section of Expected Returns
Eugene Fama & Kenneth French·University of Chicago
PDF coming soon.
Document Details
Author
Eugene Fama & Kenneth French
Institution
University of Chicago
Year
1992
Topic
Quantitative Investing & Systematic Strategies
Source Type
Essay
Abstract
Fama and French's landmark paper establishing the three-factor model that revolutionized how institutional investors think about equity risk premia, size effects, and value factors.
