Kenneth R. French

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Website:
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/
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Publications

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Fama EF, French KR. (2018) Long-Horizon Returns The Review of Asset Pricing Studies. 8: 232-252
Fama EF, French KR. (2017) International Tests of a Five-Factor Asset Pricing Model Journal of Financial Economics. 123: 441-463
Fama EF, French KR. (2016) Dissecting Anomalies with a Five-Factor Model Review of Financial Studies. 29: 69-103
Fama EF, French KR. (2015) Incremental Variables and the Investment Opportunity Set Journal of Financial Economics. 117: 470-488
Baily MN, Campbell JY, Cochrane JH, et al. (2013) Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group Journal of Applied Corporate Finance. 25: 37-40
Fama EF, French KR. (2012) Size, value, and momentum in international stock returns Journal of Financial Economics. 105: 457-472
Fama EF, French KR. (2010) Luck versus Skill in the cross-section of mutual fund returns Journal of Finance. 65: 1915-1947
Fama EF, French KR. (2008) Average Returns, B/M, and Share Issues Journal of Finance. 63: 2971-2995
French KR. (2008) Presidential Address: The Cost of Active Investing Journal of Finance. 63: 1537-1573
Fama EF, French KR. (2007) The Anatomy of Value and Growth Stock Returns Financial Analysts Journal. 63: 44-54
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