Five Concerns with the Five-Factor Model-Reference-Cited by-同舟云学术

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Five Concerns with the Five-Factor Model

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Blitz David,Hanauer Matthias Xaver,Vidojevic Milan,van Vliet Pim

Publisher

Elsevier BV

Reference43 articles.

1. CAPM over the Long Run: 1926-2001;Andrew Ang;Journal of Empirical Finance,2007

2. Fact, fiction, and value investing;Clifford Asness;Journal of Portfolio Management

3. Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly;Malcolm Baker;Financial Analysts Journal,2011

4. Low Risk Stocks Outperform within All Observable Markets of the World

5. Deflating Profitability;Ray Ball;Journal of Financial Economics,2015

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Investigation of Asset Pricing Model on Stock Market;Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022);2022

2. Application of asset pricing models: evidence from Saudi exchange;Investment Management and Financial Innovations;2020-04-06

3. A CRITICAL REVIEW ON EVOLUTION OF RISK FACTORS AND FACTOR MODELS;Journal of Economic Surveys;2019-12-06

4. Trend Momentum II: Driving Forces of Low Volatility and Momentum;SSRN Electronic Journal;2018

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