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Work: Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors

  1. A five-factor asset pricing model

    Eugene F. Fama, Kenneth R. French

    Article20143 citations
    ABI
  2. A Test of the Efficiency of a Given Portfolio

    Michael R. Gibbons, Stephen A. Ross, Jay Shanken

    Article19892 citations
    ABI
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