Learn about the Fama French Three Factor Model, its formula, and how it enhances portfolio analysis by incorporating size and ...

Episode Notes The “Fama–French model” is a Nobel laureate-designed tool for predicting the stock market. It guides hundreds of billions in investments. The problem? Its numbers keep shifting.

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 ...