Five-Factor Asset Pricing Model Analysis

Andrea Chello
The Quant Journey

Andrea Chello

·

Follow

Published in

The Quant Journey

·
4 min read
·
Feb 17, 2022

--

A Regression based analysis of the Five-Factor Asset Pricing Model

Source: https://i.stack.imgur.com/QFMZo.png

Using the dataset from Eugene Fama and Kenneth French’s 2013 paper “A Five-Factor Asset Pricing Model”,

--

--

Andrea Chello
The Quant Journey

Written by Andrea Chello

397 Followers
·Editor for

The Quant Journey

Quant | Full-Stack Blockchain Developer

Help

Status

Writers

Blog

Careers

Privacy

Terms

About

Text to speech

Teams