A group of our advisors attended a conference this past fall sponsored by Dimensional Fund Advisors. In his talk, "Risk Dimensions of the Market," Eugene F. Fama reviewed the latest data on the ...

The stock market is a complex animal. It has many dimensions of risk and return. Academics and investors have been trying to understand and capitalize on these dimensions for centuries. Progress is ...

In this series, we are looking at the Fama-French three-factor model of investment returns. Any model of investment returns tries to predict an investment’s returns and volatility by factors that can ...

Dimensional Fund Advisors (DFA) is a low cost passive mutual fund family. It's based on the work of esteemed finance professors Eugene Fama and Ken French, known as the Fama French Three Factor Model, ...

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 ...

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 ...

We evaluate and compare the performance of four popular factor pricing models: the capital asset pricing model, the Fama and French three-factor model, Carhart’s four-factor model, and the five-factor ...