Fama-French Model

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August 31, 2024 4 min read Definitions
Fama-French Three-Factor Model: Understanding Asset Pricing
Finance Investments Fama-French Model Asset Pricing CAPM Finance Investments
The Fama-French Three-Factor Model extends the Capital Asset Pricing Model (CAPM) by adding size and value factors to the market risk factor, providing a more comprehensive view of asset returns.
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August 24, 2024 4 min read Definitions
High Minus Low (HML): Comprehensive Definition and Applications in Finance
Finance Investments Economics HML Value Premium Fama-French Model Finance Investment Strategies
A detailed exploration of High Minus Low (HML), also known as the value premium, within the context of the Fama-French three-factor model. Includes definitions, practical uses, historical context, and examples in finance.
Read more about High Minus Low (HML): Comprehensive Definition and Applications in Finance.

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