Common risk factors in the returns on stocks and bonds

DOI10.1016/0304-405X(93)90023-5zbMath1131.91335OpenAlexW1995834279WikidataQ55894695 ScholiaQ55894695MaRDI QIDQ5455561

Eugene Fama, Kenneth R. French

Publication date: 3 April 2008

Published in: Journal of Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-405x(93)90023-5

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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