Factor Models
Basic Models
Basic Models
Capital Asset Pricing Model (CAPM) [Sharpe (1964)]
3-Factor Model [Fama and French (1993)]
4-Factor Model [Carhart (1997)]
4-Factor Model [Pastor and Stambaugh (2003)]
3-Factor Model [Asness and Frazzini (2013)]
q-Factor Model [Hou et al. (2015)]
5-Factor Model [Fama and French (2015)]
4-Factor Model [Fama and French (2015)]
4-Factor Model [Stambaugh and Yuan (2016)]
6-Factor Model [Barillas and Shanken (2018)]