LONDON, July 20, 2021 /PRNewswire/ -- In their latest quantitative research published today, Acuity Analytics share their recent findings on the use of a macroeconomic factor model for stock returns ...

How well has Fama and French’s five-factor model explained returns over the decades? According to our analysis, only one factor has truly held up over all time periods. To gauge a factor’s performance ...

The Fama-French Three Factor Model provides a highly useful tool for understanding portfolio performance, measuring the impact of active management, portfolio construction and estimating future ...

This paper evaluates whether the new Fama–French five-factor model is able to offer an improved method for pricing investment risk in UK equity returns. The paper extends previous studies by testing ...

An investment research and consulting company said it is releasing a suite of software tools for analyzing mutual funds based on the “three-factor” model of University of Chicago finance professor ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Planet Money host Mary Childs joins Felix to discuss stock prices, the mathematics of investing, and the nature of the universe. If you can't access your feeds, please contact customer support. Thanks ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Thomas J. Brock is a CFA and CPA with more than 20 years of experience in various areas including investing, ...